+222.2%
ACWI vs UTHR
+363.8%
-141.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.1% |
| 7D | +0.3% | -2.3% | +2.6% | +0.7% |
| 30D | -2.8% | +6.1% | -8.9% | -3.7% |
| 3M | -3.2% | +8.1% | -11.2% | -4.5% |
| 6M | +1.3% | +3.1% | -1.8% | +0.5% |
| YTD | +11.2% | +19.5% | -8.3% | +7.3% |
| 1Y | +13.8% | +29.7% | -16.0% | +8.3% |
| 3Y | +76.2% | +162.7% | -86.5% | +43.8% |
| 5Y | +59.5% | +192.8% | -133.3% | +25.1% |
| 10Y | +222.2% | +348.1% | -125.9% | +114.7% |
| All | +222.2% | +363.8% | -141.6% | +114.7% |
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 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