+99.1%
UAL vs UTHR
+308.5%
-209.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.4% |
| 7D | +3.5% | -2.9% | +6.3% | +4.1% |
| 30D | -16.5% | -7.6% | -8.9% | -14.9% |
| 3M | +2.8% | -8.6% | +11.3% | +4.9% |
| 6M | +17.6% | +4.1% | +13.4% | +15.4% |
| YTD | -3.2% | +2.2% | -5.4% | -4.9% |
| 1Y | +0.4% | +26.2% | -25.8% | -7.1% |
| 3Y | +128.2% | +121.2% | +7.0% | +73.6% |
| 5Y | +137.7% | +136.5% | +1.2% | +72.3% |
| 10Y | +99.1% | +300.1% | -201.0% | +8.1% |
| All | +99.1% | +308.5% | -209.4% | +8.1% |
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