+333.7%
USFD vs UTHR
+300.0%
+33.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -3.0% | -5.4% | +2.4% | -1.7% |
| 30D | +3.5% | -6.0% | +9.6% | +5.0% |
| 3M | +26.6% | -11.0% | +37.5% | +30.0% |
| 6M | +11.7% | -0.5% | +12.2% | +11.4% |
| YTD | +38.1% | +0.1% | +38.1% | +37.0% |
| 1Y | +33.4% | +28.2% | +5.2% | +23.9% |
| 3Y | +155.8% | +113.8% | +42.0% | +97.0% |
| 5Y | +214.0% | +131.3% | +82.7% | +128.7% |
| All | +333.7% | +300.0% | +33.6% | +131.4% |
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