+28.5%
USFR vs UTHR
+507.8%
-479.3%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +5.2% | -5.1% | +0.1% |
| 30D | +0.4% | +9.5% | -9.1% | +0.4% |
| 3M | +1.1% | +17.9% | -16.9% | +1.0% |
| 6M | +2.0% | +2.0% | 0.0% | +2.0% |
| YTD | +3.5% | +21.3% | -17.9% | +3.4% |
| 1Y | +4.1% | +27.9% | -23.8% | +4.1% |
| 3Y | +14.4% | +162.3% | -148.0% | +14.2% |
| 5Y | +21.4% | +190.7% | -169.3% | +21.3% |
| 10Y | +28.6% | +365.5% | -336.9% | +28.2% |
| All | +28.5% | +507.8% | -479.3% | +28.4% |
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