+197.6%
STT vs UTHR
+349.3%
-151.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | +1.1% | -2.1% | +3.2% | +1.6% |
| 30D | -1.9% | +7.2% | -9.1% | -3.4% |
| 3M | -7.6% | +11.1% | -18.7% | -10.1% |
| 6M | +16.0% | +4.2% | +11.8% | +14.4% |
| YTD | +36.2% | +20.8% | +15.4% | +29.0% |
| 1Y | +46.8% | +29.7% | +17.1% | +36.7% |
| 3Y | +177.8% | +164.1% | +13.7% | +106.2% |
| 5Y | +105.8% | +190.7% | -84.8% | +45.1% |
| 10Y | +197.6% | +355.4% | -157.8% | +60.0% |
| All | +197.6% | +349.3% | -151.8% | +60.0% |
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 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