+9,939.2%
STLD vs UTHR
+7,123.9%
+2,815.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +3.1% | -5.4% | +8.6% | +4.2% |
| 30D | -9.0% | -6.0% | -2.9% | -8.0% |
| 3M | -12.4% | -11.0% | -1.4% | -10.5% |
| 6M | +25.5% | -0.5% | +26.0% | +24.9% |
| YTD | +43.6% | +0.1% | +43.5% | +42.5% |
| 1Y | +87.2% | +28.2% | +59.0% | +76.4% |
| 3Y | +135.2% | +113.8% | +21.4% | +94.0% |
| 5Y | +290.9% | +131.3% | +159.6% | +211.6% |
| 10Y | +1,113.5% | +296.7% | +816.7% | +735.3% |
| All | +9,939.2% | +7,123.9% | +2,815.3% | +3,564.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling