+203.1%
UTHR vs INVH
+75.4%
+127.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +1.9% | -3.0% | +4.9% | +2.8% |
| 30D | -2.9% | -7.5% | +4.7% | -0.8% |
| 3M | -8.9% | -5.5% | -3.3% | -7.5% |
| 6M | -8.7% | +11.7% | -20.4% | -11.9% |
| YTD | +2.0% | +1.3% | +0.7% | +1.0% |
| 1Y | +22.8% | -6.1% | +28.9% | +24.1% |
| 3Y | +120.6% | -9.8% | +130.4% | +122.0% |
| 5Y | +136.4% | -19.7% | +156.1% | +144.7% |
| All | +203.1% | +75.4% | +127.7% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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