+85.7%
SCHG vs UTHR
+135.8%
-50.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -1.0% | +1.9% | -3.0% | -1.2% |
| 30D | -1.3% | -2.9% | +1.6% | -1.0% |
| 3M | +5.4% | -8.9% | +14.3% | +6.4% |
| 6M | +14.4% | -8.7% | +23.2% | +15.2% |
| YTD | +8.0% | +2.0% | +6.0% | +7.3% |
| 1Y | +12.7% | +22.8% | -10.1% | +9.6% |
| 3Y | +85.6% | +120.6% | -35.0% | +63.4% |
| All | +85.7% | +135.8% | -50.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling