+3,504.4%
UHAL vs SPY
+2,698.6%
+805.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | -2.6% | +2.6% | -5.2% | -4.9% |
| 30D | -1.2% | -2.0% | +0.8% | +0.4% |
| 3M | -25.3% | -2.8% | -22.6% | -23.6% |
| 6M | +11.5% | +2.1% | +9.4% | +8.8% |
| YTD | +9.6% | +11.5% | -1.9% | -1.1% |
| 1Y | +7.9% | +13.5% | -5.5% | -4.1% |
| 3Y | +6.0% | +77.7% | -71.7% | -37.7% |
| 5Y | -25.1% | +72.6% | -97.7% | -54.8% |
| 10Y | +74.2% | +308.2% | -234.0% | -53.2% |
| All | +3,504.4% | +2,698.6% | +805.9% | +227.1% |
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