-11.8%
TLT vs UTHR
+362.9%
-374.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | +0.1% |
| 7D | -1.0% | -2.1% | +1.1% | -1.1% |
| 30D | +3.7% | +8.3% | -4.6% | +4.0% |
| 3M | -0.8% | +15.5% | -16.3% | -0.2% |
| 6M | -3.6% | +4.5% | -8.1% | -3.4% |
| YTD | -3.9% | +22.2% | -26.2% | -3.0% |
| 1Y | -6.2% | +29.7% | -35.9% | -5.1% |
| 3Y | +4.2% | +167.3% | -163.1% | +9.7% |
| 5Y | -34.7% | +196.5% | -231.2% | -30.2% |
| 10Y | -11.8% | +369.0% | -380.8% | +1.7% |
| All | -11.8% | +362.9% | -374.7% | +1.7% |
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