+7.9%
UMAC vs UTHR
+40.6%
-32.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.2% | -12.1% | -10.5% |
| 7D | -26.0% | +3.8% | -29.8% | -25.2% |
| 30D | -40.3% | +13.4% | -53.8% | -38.2% |
| 3M | -51.1% | +17.3% | -68.5% | -48.6% |
| 6M | -5.6% | +4.7% | -10.3% | -2.8% |
| YTD | +2.3% | +24.9% | -22.6% | +5.9% |
| 1Y | +7.9% | +39.1% | -31.3% | +7.6% |
| All | +7.9% | +40.6% | -32.7% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling