+162.8%
USFD vs UTHR
+114.7%
+48.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -3.0% | -5.4% | +2.4% | -2.5% |
| 30D | +3.5% | -6.0% | +9.6% | +4.1% |
| 3M | +26.6% | -11.0% | +37.5% | +27.8% |
| 6M | +11.7% | -0.5% | +12.2% | +12.0% |
| YTD | +38.1% | +0.1% | +38.1% | +38.3% |
| 1Y | +33.4% | +28.2% | +5.2% | +30.9% |
| All | +162.8% | +114.7% | +48.1% | +150.2% |
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