+1,080.4%
STLD vs UTHR
+308.5%
+771.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.2% |
| 7D | +2.7% | -2.9% | +5.5% | +3.3% |
| 30D | -8.4% | -7.6% | -0.9% | -6.9% |
| 3M | -9.9% | -8.6% | -1.3% | -8.2% |
| 6M | +33.0% | +4.1% | +28.9% | +30.8% |
| YTD | +42.6% | +2.2% | +40.4% | +40.5% |
| 1Y | +80.8% | +26.2% | +54.6% | +68.7% |
| 3Y | +143.4% | +121.2% | +22.2% | +86.3% |
| 5Y | +293.4% | +136.5% | +156.9% | +185.3% |
| 10Y | +1,080.4% | +300.1% | +780.3% | +511.3% |
| All | +1,080.4% | +308.5% | +771.9% | +511.3% |
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 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