+355.4%
UTHR vs ALM
+2,040.7%
-1,685.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.2% | +8.3% | +1.1% |
| 7D | -2.1% | -6.3% | +4.2% | -2.1% |
| 30D | +7.2% | -31.4% | +38.6% | +7.5% |
| 3M | +11.1% | -40.6% | +51.7% | +11.6% |
| 6M | +4.2% | -58.6% | +62.8% | +4.8% |
| YTD | +20.8% | -7.6% | +28.4% | +20.8% |
| 1Y | +29.7% | +13.8% | +15.8% | +29.5% |
| 3Y | +164.1% | +842.1% | -678.0% | +157.7% |
| 5Y | +190.7% | +407.4% | -216.7% | +183.8% |
| 10Y | +355.4% | +2,079.4% | -1,724.0% | +375.3% |
| All | +355.4% | +2,040.7% | -1,685.3% | +375.3% |
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