-25.9%
STRL vs UTHR
+40.6%
-66.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.2% | -22.6% | -21.3% |
| 7D | -27.1% | +3.8% | -30.8% | -26.7% |
| 30D | -45.8% | +13.4% | -59.2% | -45.1% |
| 3M | -47.6% | +17.3% | -64.9% | -46.6% |
| 6M | -46.4% | +4.7% | -51.1% | -45.5% |
| YTD | -7.4% | +24.9% | -32.3% | -4.5% |
| 1Y | -25.9% | +39.1% | -65.0% | -36.0% |
| All | -25.9% | +40.6% | -66.5% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling