+389.7%
TPR vs UTHR
+363.8%
+25.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | +1.6% |
| 7D | +12.7% | -2.3% | +15.0% | +13.1% |
| 30D | +17.1% | +6.1% | +11.0% | +15.2% |
| 3M | -15.9% | +8.1% | -24.0% | -17.8% |
| 6M | +2.6% | +3.1% | -0.5% | +1.3% |
| YTD | +7.5% | +19.5% | -12.0% | +2.0% |
| 1Y | +32.9% | +29.7% | +3.2% | +23.7% |
| 3Y | +413.8% | +162.7% | +251.1% | +280.7% |
| 5Y | +263.9% | +192.8% | +71.1% | +150.8% |
| 10Y | +389.7% | +348.1% | +41.6% | +161.0% |
| All | +389.7% | +363.8% | +25.9% | +161.0% |
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