+240.4%
TPR vs UTHR
+133.0%
+107.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.3% | -5.4% | +3.1% | -1.7% |
| 30D | -23.0% | -6.0% | -16.9% | -22.4% |
| 3M | -12.5% | -11.0% | -1.5% | -11.3% |
| 6M | -21.4% | -0.5% | -20.9% | -21.2% |
| YTD | -3.5% | +0.1% | -3.6% | -3.4% |
| 1Y | +17.4% | +28.2% | -10.8% | +14.3% |
| 3Y | +291.3% | +113.8% | +177.4% | +251.9% |
| All | +240.4% | +133.0% | +107.4% | +191.0% |
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 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