+214.3%
USFD vs UTHR
+190.6%
+23.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +1.7% | +5.2% | -3.5% | +1.1% |
| 30D | +10.2% | +9.5% | +0.7% | +9.1% |
| 3M | -1.5% | +17.9% | -19.4% | -3.3% |
| 6M | +27.3% | +2.0% | +25.3% | +26.9% |
| YTD | +44.0% | +21.3% | +22.7% | +40.7% |
| 1Y | +50.4% | +27.9% | +22.5% | +46.1% |
| 3Y | +153.6% | +162.3% | -8.8% | +120.1% |
| All | +214.3% | +190.6% | +23.7% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling