+140.4%
UTHR vs SHAK
-25.1%
+165.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | +2.8% | -11.0% | +13.7% | +3.6% |
| 30D | -2.3% | -14.0% | +11.8% | -1.3% |
| 3M | -7.4% | +13.3% | -20.6% | -8.6% |
| 6M | -6.0% | -35.3% | +29.4% | -3.6% |
| YTD | +3.4% | -24.0% | +27.4% | +4.7% |
| 1Y | +27.1% | -36.7% | +63.8% | +30.1% |
| 3Y | +123.8% | -5.4% | +129.2% | +119.7% |
| All | +140.4% | -25.1% | +165.5% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling