+317.7%
USFD vs UTHR
+315.0%
+2.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -3.0% | -5.4% | +2.4% | -1.8% |
| 30D | +3.5% | -6.0% | +9.6% | +5.0% |
| 3M | +26.6% | -11.0% | +37.5% | +29.9% |
| 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% | +24.1% |
| 3Y | +155.8% | +113.8% | +42.0% | +98.3% |
| 5Y | +214.0% | +131.3% | +82.7% | +130.8% |
| 10Y | +320.4% | +296.7% | +23.6% | +131.5% |
| All | +317.7% | +315.0% | +2.7% | +125.4% |
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 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