+340.0%
UTHR vs XPO
+1,266.4%
-926.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +5.2% | +9.0% | -3.8% | +4.1% |
| 30D | +9.5% | +4.2% | +5.3% | +8.9% |
| 3M | +17.9% | -8.7% | +26.6% | +19.1% |
| 6M | +2.0% | -2.8% | +4.8% | +1.9% |
| YTD | +21.3% | +41.9% | -20.5% | +14.7% |
| 1Y | +27.9% | +42.3% | -14.5% | +20.7% |
| 3Y | +162.3% | +127.3% | +35.1% | +125.5% |
| 5Y | +190.7% | +306.4% | -115.6% | +121.0% |
| All | +340.0% | +1,266.4% | -926.4% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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