+200.7%
STT vs UTHR
+123.2%
+77.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | +2.2% | -2.9% | +5.1% | +2.4% |
| 30D | +3.9% | -7.6% | +11.5% | +4.6% |
| 3M | +19.2% | -8.6% | +27.8% | +20.1% |
| 6M | +60.4% | +4.1% | +56.2% | +59.3% |
| YTD | +51.5% | +2.2% | +49.3% | +50.6% |
| 1Y | +76.3% | +26.2% | +50.1% | +72.0% |
| 3Y | +200.7% | +121.2% | +79.6% | +167.3% |
| All | +200.7% | +123.2% | +77.6% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling