+7,716.4%
TPR vs UTHR
+1,245.1%
+6,471.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.3% | -5.4% | +3.1% | -1.4% |
| 30D | -23.0% | -6.0% | -16.9% | -22.1% |
| 3M | -12.5% | -11.0% | -1.5% | -10.7% |
| 6M | -21.4% | -0.5% | -20.9% | -21.5% |
| YTD | -3.5% | +0.1% | -3.6% | -3.9% |
| 1Y | +17.4% | +28.2% | -10.8% | +11.6% |
| 3Y | +291.3% | +113.8% | +177.4% | +230.5% |
| 5Y | +241.9% | +131.3% | +110.6% | +180.0% |
| 10Y | +322.7% | +296.7% | +25.9% | +204.1% |
| All | +7,716.4% | +1,245.1% | +6,471.3% | +3,478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling