+251.3%
UAL vs UTHR
+1,377.6%
-1,126.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +0.7% | -5.4% | +6.1% | +2.4% |
| 30D | -16.1% | -6.0% | -10.1% | -14.6% |
| 3M | +6.1% | -11.0% | +17.1% | +9.8% |
| 6M | +10.8% | -0.5% | +11.4% | +9.9% |
| YTD | -0.4% | +0.1% | -0.5% | -2.0% |
| 1Y | +5.0% | +28.2% | -23.1% | -5.3% |
| 3Y | +124.0% | +113.8% | +10.2% | +62.2% |
| 5Y | +141.0% | +131.3% | +9.7% | +64.8% |
| 10Y | +118.0% | +296.7% | -178.7% | +12.2% |
| All | +251.3% | +1,377.6% | -1,126.3% | -15.3% |
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 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