+76.8%
SPYM vs UTHR
+125.3%
-48.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.6% |
| 7D | -0.4% | +3.0% | -3.4% | -0.5% |
| 30D | -1.4% | -4.3% | +2.9% | -1.1% |
| 3M | +3.7% | -8.4% | +12.1% | +4.3% |
| 6M | +13.0% | -4.2% | +17.3% | +13.2% |
| YTD | +12.5% | +4.0% | +8.5% | +11.9% |
| 1Y | +18.6% | +25.5% | -6.9% | +16.5% |
| All | +76.8% | +125.3% | -48.5% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling