+145.1%
XRT vs UTHR
+349.3%
-204.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | +4.1% | -2.1% | +6.2% | +4.5% |
| 30D | +9.9% | +7.2% | +2.7% | +8.6% |
| 3M | +2.3% | +11.1% | -8.9% | +0.1% |
| 6M | +9.6% | +4.2% | +5.4% | +8.4% |
| YTD | +9.1% | +20.8% | -11.7% | +4.5% |
| 1Y | +16.2% | +29.7% | -13.4% | +9.8% |
| 3Y | +60.1% | +164.1% | -104.1% | +26.8% |
| 5Y | -0.5% | +190.7% | -191.1% | -24.4% |
| 10Y | +145.1% | +355.4% | -210.3% | +51.6% |
| All | +145.1% | +349.3% | -204.2% | +51.6% |
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