+330.0%
ACWI vs UTHR
+1,167.0%
-837.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -2.4% | -6.1% | +3.8% | -1.2% |
| 30D | -5.2% | +3.1% | -8.3% | -5.8% |
| 3M | -4.8% | +5.5% | -10.3% | -6.2% |
| 6M | -1.3% | -5.8% | +4.5% | -0.7% |
| YTD | +8.4% | +15.3% | -7.0% | +4.2% |
| 1Y | +11.0% | +23.8% | -12.8% | +5.2% |
| 3Y | +70.6% | +146.3% | -75.7% | +35.5% |
| 5Y | +55.3% | +177.8% | -122.5% | +17.9% |
| 10Y | +223.2% | +392.4% | -169.2% | +102.3% |
| All | +330.0% | +1,167.0% | -837.0% | +77.0% |
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