+292.6%
STLD vs UTHR
+133.0%
+159.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +3.1% | -5.4% | +8.6% | +3.7% |
| 30D | -9.0% | -6.0% | -2.9% | -8.5% |
| 3M | -12.4% | -11.0% | -1.4% | -11.4% |
| 6M | +25.5% | -0.5% | +26.0% | +25.3% |
| YTD | +43.6% | +0.1% | +43.5% | +43.1% |
| 1Y | +87.2% | +28.2% | +59.0% | +81.6% |
| 3Y | +135.2% | +113.8% | +21.4% | +109.6% |
| All | +292.6% | +133.0% | +159.6% | +226.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling