+97.6%
UHAL vs SPY
+322.5%
-224.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.4% |
| 7D | -4.7% | -0.8% | -3.9% | -4.0% |
| 30D | -13.9% | -1.1% | -12.8% | -13.1% |
| 3M | +3.3% | +3.9% | -0.6% | -0.3% |
| 6M | +35.1% | +13.6% | +21.5% | +20.6% |
| YTD | +27.1% | +12.7% | +14.4% | +14.4% |
| 1Y | +9.2% | +17.5% | -8.3% | -5.3% |
| 3Y | +11.2% | +76.9% | -65.7% | -32.7% |
| 5Y | -2.6% | +83.6% | -86.2% | -42.9% |
| All | +97.6% | +322.5% | -224.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPY 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling