+355.4%
UTHR vs URA
+289.1%
+66.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | +7.2% | -14.8% | +22.0% | +9.9% |
| 3M | +11.1% | -25.3% | +36.4% | +16.1% |
| 6M | +4.2% | -39.9% | +44.1% | +12.3% |
| YTD | +20.8% | -22.4% | +43.2% | +23.2% |
| 1Y | +29.7% | -29.0% | +58.6% | +34.0% |
| 3Y | +164.1% | +41.0% | +123.2% | +131.6% |
| 5Y | +190.7% | +38.3% | +152.3% | +148.6% |
| 10Y | +355.4% | +276.1% | +79.4% | +196.5% |
| All | +355.4% | +289.1% | +66.4% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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