+252.8%
SPOT vs UTHR
+343.9%
-91.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -3.1% | +1.9% | -5.0% | -3.3% |
| 30D | +7.4% | -2.9% | +10.2% | +7.7% |
| 3M | +8.2% | -8.9% | +17.0% | +9.4% |
| 6M | +2.2% | -8.7% | +11.0% | +3.2% |
| YTD | -9.5% | +2.0% | -11.5% | -10.4% |
| 1Y | -23.8% | +22.8% | -46.6% | -26.8% |
| 3Y | +233.5% | +120.6% | +112.8% | +183.2% |
| 5Y | +112.2% | +136.4% | -24.2% | +74.5% |
| All | +252.8% | +343.9% | -91.1% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling