+1,006.2%
TER vs UTHR
+349.3%
+656.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -8.9% | -2.1% | -6.8% | -8.1% |
| 30D | -39.1% | +7.2% | -46.2% | -40.1% |
| 3M | -32.8% | +11.1% | -43.9% | -34.9% |
| 6M | -31.7% | +4.2% | -35.9% | -32.9% |
| YTD | +26.9% | +20.8% | +6.1% | +18.9% |
| 1Y | +33.6% | +29.7% | +3.9% | +22.6% |
| 3Y | +181.5% | +164.1% | +17.4% | +102.2% |
| 5Y | +76.1% | +190.7% | -114.5% | +18.8% |
| 10Y | +1,006.2% | +355.4% | +650.8% | +481.6% |
| All | +1,006.2% | +349.3% | +656.9% | +481.6% |
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