+299.0%
UTHR vs SHAK
+87.2%
+211.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.6% |
| 7D | +1.9% | -8.3% | +10.2% | +2.7% |
| 30D | -2.9% | -12.6% | +9.8% | -1.7% |
| 3M | -8.9% | +9.1% | -18.0% | -10.0% |
| 6M | -8.7% | -31.2% | +22.5% | -6.3% |
| YTD | +2.0% | -21.6% | +23.6% | +3.2% |
| 1Y | +22.8% | -38.8% | +61.6% | +27.0% |
| 3Y | +120.6% | +0.6% | +120.0% | +111.7% |
| 5Y | +136.4% | -22.5% | +159.0% | +127.4% |
| All | +299.0% | +87.2% | +211.8% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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