+652.9%
UTHR vs ALM
+7,705.7%
-7,052.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -5.4% | -2.6% | -2.8% | -5.4% |
| 30D | -6.0% | +32.0% | -38.1% | -6.1% |
| 3M | -11.0% | -15.0% | +4.1% | -11.0% |
| 6M | -0.5% | -10.1% | +9.6% | -0.6% |
| YTD | +0.1% | +99.4% | -99.4% | -0.2% |
| 1Y | +28.2% | +316.4% | -288.2% | +27.4% |
| 3Y | +113.8% | +2,022.0% | -1,908.2% | +110.9% |
| 5Y | +131.3% | +941.2% | -809.9% | +128.4% |
| 10Y | +296.7% | +2,950.3% | -2,653.6% | +288.9% |
| All | +652.9% | +7,705.7% | -7,052.8% | +621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling