+161.8%
W vs UTHR
+303.4%
-141.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.2% |
| 7D | +6.5% | -2.9% | +9.4% | +7.5% |
| 30D | -6.2% | -7.6% | +1.4% | -3.7% |
| 3M | +48.9% | -8.6% | +57.5% | +53.4% |
| 6M | +31.2% | +4.1% | +27.1% | +28.4% |
| YTD | -0.4% | +2.2% | -2.6% | -2.7% |
| 1Y | +14.8% | +26.2% | -11.4% | +3.3% |
| 3Y | +40.5% | +121.2% | -80.7% | -3.5% |
| 5Y | -62.1% | +136.5% | -198.7% | -75.7% |
| All | +161.8% | +303.4% | -141.6% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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