+100.2%
UAL vs UTHR
+363.8%
-263.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.1% | +5.9% |
| 7D | +10.2% | -2.3% | +12.5% | +10.9% |
| 30D | +12.0% | +6.1% | +6.0% | +10.5% |
| 3M | -7.1% | +8.1% | -15.2% | -9.2% |
| 6M | +20.9% | +3.1% | +17.8% | +19.4% |
| YTD | +7.7% | +19.5% | -11.9% | +1.4% |
| 1Y | +23.6% | +29.7% | -6.2% | +13.8% |
| 3Y | +222.6% | +162.7% | +59.9% | +134.2% |
| 5Y | +127.9% | +192.8% | -64.8% | +55.7% |
| 10Y | +100.2% | +348.1% | -247.9% | +5.3% |
| All | +100.2% | +363.8% | -263.6% | +5.3% |
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