+259.1%
UTHR vs SHAK
+34.1%
+225.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +2.5% |
| 7D | +3.0% | -7.2% | +10.2% | +3.8% |
| 30D | -4.3% | -11.8% | +7.5% | -3.1% |
| 3M | -8.4% | +17.2% | -25.5% | -10.4% |
| 6M | -4.2% | -34.1% | +29.9% | -1.0% |
| YTD | +4.0% | -22.4% | +26.4% | +5.5% |
| 1Y | +25.5% | -35.9% | +61.4% | +29.5% |
| 3Y | +125.1% | -3.4% | +128.5% | +115.9% |
| 5Y | +140.3% | -25.4% | +165.7% | +130.9% |
| 10Y | +322.5% | +83.4% | +239.1% | +219.2% |
| All | +259.1% | +34.1% | +225.1% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling