-35.2%
TLT vs UTHR
+180.2%
-215.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +0.1% | -6.1% | +6.2% | +0.1% |
| 30D | +6.2% | +3.1% | +3.1% | +6.2% |
| 3M | +0.1% | +5.5% | -5.4% | 0.0% |
| 6M | -3.0% | -5.8% | +2.9% | -2.9% |
| YTD | -2.7% | +15.3% | -18.1% | -2.8% |
| 1Y | -4.8% | +23.8% | -28.6% | -4.8% |
| 3Y | +6.9% | +146.3% | -139.4% | +6.7% |
| All | -35.2% | +180.2% | -215.4% | -33.2% |
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