+248.8%
XLF vs UTHR
+313.7%
-64.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -1.5% | +1.9% | -3.4% | -1.8% |
| 30D | -1.2% | -2.9% | +1.7% | -0.7% |
| 3M | +9.2% | -8.9% | +18.0% | +10.9% |
| 6M | +16.3% | -8.7% | +25.1% | +17.9% |
| YTD | +5.4% | +2.0% | +3.4% | +4.2% |
| 1Y | +7.6% | +22.8% | -15.2% | +2.2% |
| 3Y | +74.2% | +120.6% | -46.4% | +40.4% |
| 5Y | +66.1% | +136.4% | -70.3% | +28.9% |
| All | +248.8% | +313.7% | -64.9% | +109.9% |
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