+9,166.7%
STLD vs UTHR
+8,226.2%
+940.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -11.1% | -6.1% | -5.0% | -10.0% |
| 30D | -4.8% | +3.1% | -7.9% | -5.4% |
| 3M | -14.6% | +5.5% | -20.0% | -15.8% |
| 6M | -7.4% | -5.8% | -1.6% | -6.8% |
| YTD | +32.6% | +15.3% | +17.2% | +27.5% |
| 1Y | +47.3% | +23.8% | +23.5% | +39.7% |
| 3Y | +107.5% | +146.3% | -38.8% | +66.0% |
| 5Y | +268.8% | +177.8% | +91.0% | +183.0% |
| 10Y | +883.3% | +392.4% | +490.9% | +548.3% |
| All | +9,166.7% | +8,226.2% | +940.5% | +3,179.5% |
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