+59.3%
USAR vs UTHR
+117.2%
-57.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -6.0% |
| 7D | -9.3% | +2.8% | -12.1% | -9.4% |
| 30D | -15.2% | -2.3% | -12.9% | -15.1% |
| 3M | -21.1% | -7.4% | -13.7% | -21.0% |
| 6M | -21.6% | -6.0% | -15.6% | -21.3% |
| YTD | +34.8% | +3.4% | +31.4% | +34.8% |
| 1Y | +15.6% | +27.1% | -11.4% | +16.5% |
| 3Y | +57.7% | +123.8% | -66.1% | +61.8% |
| All | +59.3% | +117.2% | -57.9% | +63.6% |
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