+3,786.6%
STRL vs UTHR
+366.4%
+3,420.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +23.4% | +4.9% | +18.6% | +22.3% |
| 30D | -39.5% | +9.2% | -48.7% | -40.5% |
| 3M | -45.1% | +15.9% | -61.0% | -46.9% |
| 6M | -64.6% | +2.0% | -66.6% | -64.9% |
| YTD | -1.5% | +21.8% | -23.3% | -6.7% |
| 1Y | -20.8% | +28.6% | -49.3% | -26.0% |
| 3Y | +353.1% | +166.2% | +186.9% | +242.6% |
| 5Y | +942.9% | +191.8% | +751.1% | +649.3% |
| All | +3,786.6% | +366.4% | +3,420.2% | +2,129.7% |
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