+757.4%
UMAC vs UTHR
+133.6%
+623.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.1% | +7.2% | +8.9% |
| 7D | +14.7% | -2.9% | +17.6% | +15.3% |
| 30D | -0.5% | -7.6% | +7.1% | +1.1% |
| 3M | +0.5% | -8.6% | +9.1% | +2.2% |
| 6M | +57.9% | +4.1% | +53.8% | +53.7% |
| YTD | +103.9% | +2.2% | +101.7% | +98.4% |
| 1Y | +159.3% | +26.2% | +133.1% | +135.8% |
| All | +757.4% | +133.6% | +623.8% | +234.5% |
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