+124.8%
XRT vs UTHR
+310.6%
-185.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | -2.4% | +3.0% | -5.4% | -2.9% |
| 30D | -6.9% | -4.3% | -2.6% | -6.3% |
| 3M | -0.4% | -8.4% | +8.0% | +1.0% |
| 6M | +2.2% | -4.2% | +6.5% | +2.5% |
| YTD | -0.7% | +4.0% | -4.7% | -2.3% |
| 1Y | -2.0% | +25.5% | -27.5% | -7.1% |
| 3Y | +41.0% | +125.1% | -84.1% | +14.9% |
| 5Y | -3.3% | +140.3% | -143.6% | -23.9% |
| 10Y | +124.8% | +322.5% | -197.6% | +38.8% |
| All | +124.8% | +310.6% | -185.7% | +38.8% |
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