+322.5%
UTHR vs ALM
+3,082.3%
-2,759.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +1.8% |
| 7D | +3.0% | +3.6% | -0.6% | +3.0% |
| 30D | -4.3% | +33.8% | -38.1% | -4.6% |
| 3M | -8.4% | +14.8% | -23.2% | -8.6% |
| 6M | -4.2% | -7.0% | +2.7% | -4.3% |
| YTD | +4.0% | +108.1% | -104.0% | +3.2% |
| 1Y | +25.5% | +313.8% | -288.3% | +23.6% |
| 3Y | +125.1% | +2,227.6% | -2,102.5% | +115.9% |
| 5Y | +140.3% | +956.6% | -816.3% | +131.4% |
| 10Y | +322.5% | +3,082.3% | -2,759.8% | +332.2% |
| All | +322.5% | +3,082.3% | -2,759.8% | +332.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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