-33.7%
TLT vs UTHR
+139.1%
-172.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +0.4% | -2.9% | +3.3% | +0.4% |
| 30D | -0.3% | -7.6% | +7.3% | -0.3% |
| 3M | -1.7% | -8.6% | +6.8% | -1.7% |
| 6M | -4.9% | +4.1% | -9.0% | -4.9% |
| YTD | -2.8% | +2.2% | -5.0% | -2.7% |
| 1Y | -4.2% | +26.2% | -30.4% | -4.1% |
| 3Y | -1.1% | +121.2% | -122.3% | -0.8% |
| 5Y | -33.7% | +136.5% | -170.3% | -29.5% |
| All | -33.7% | +139.1% | -172.8% | -29.5% |
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