+657.4%
UMAC vs UTHR
+133.2%
+524.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.2% |
| 7D | -3.4% | +1.9% | -5.4% | -3.8% |
| 30D | -15.1% | -2.9% | -12.2% | -14.6% |
| 3M | -10.8% | -8.9% | -1.9% | -9.2% |
| 6M | +15.7% | -8.7% | +24.4% | +16.7% |
| YTD | +80.1% | +2.0% | +78.1% | +75.3% |
| 1Y | +116.7% | +22.8% | +93.9% | +98.7% |
| All | +657.4% | +133.2% | +524.2% | +195.6% |
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 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