+4,283.4%
UHAL vs SPY
+2,750.2%
+1,533.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | -9.3% | +0.1% | -9.4% | -9.4% |
| 3M | +19.0% | +2.0% | +17.1% | +16.6% |
| 6M | +31.8% | +13.0% | +18.8% | +17.6% |
| YTD | +33.3% | +13.5% | +19.7% | +18.6% |
| 1Y | +15.3% | +20.0% | -4.7% | -2.5% |
| 3Y | +16.1% | +77.2% | -61.1% | -31.4% |
| 5Y | +2.8% | +81.9% | -79.0% | -40.7% |
| 10Y | +99.0% | +314.1% | -215.0% | -47.1% |
| All | +4,283.4% | +2,750.2% | +1,533.2% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling