+272.3%
UMAC vs UTHR
+177.4%
+94.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.6% |
| 7D | -5.2% | +5.2% | -10.4% | -6.1% |
| 30D | -36.4% | +9.5% | -45.8% | -37.1% |
| 3M | -58.6% | +17.9% | -76.5% | -59.8% |
| 6M | -24.6% | +2.0% | -26.7% | -24.8% |
| YTD | -11.5% | +21.3% | -32.8% | -16.5% |
| 1Y | +16.9% | +27.9% | -11.0% | +8.2% |
| All | +272.3% | +177.4% | +94.9% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling