+67.1%
UHS vs SPY
+308.5%
-241.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -2.4% | +3.3% | -5.7% | -5.4% |
| 30D | +8.3% | -2.7% | +11.0% | +10.8% |
| 3M | +12.5% | -1.7% | +14.3% | +13.9% |
| 6M | +14.6% | +3.1% | +11.5% | +10.0% |
| YTD | -10.8% | +11.9% | -22.7% | -21.3% |
| 1Y | -14.8% | +12.0% | -26.8% | -24.9% |
| 3Y | +50.8% | +78.2% | -27.3% | -19.6% |
| 5Y | +52.0% | +73.2% | -21.2% | -16.9% |
| All | +67.1% | +308.5% | -241.4% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling