+52.8%
UHS vs SPY
+312.5%
-259.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.7% |
| 7D | +4.9% | -0.4% | +5.3% | +5.3% |
| 30D | +1.9% | -1.4% | +3.3% | +3.2% |
| 3M | +20.1% | +3.7% | +16.3% | +15.4% |
| 6M | -7.5% | +13.0% | -20.5% | -18.7% |
| YTD | -19.1% | +12.4% | -31.5% | -28.6% |
| 1Y | -5.3% | +18.5% | -23.8% | -20.9% |
| 3Y | +35.5% | +77.6% | -42.2% | -27.2% |
| 5Y | +20.2% | +81.7% | -61.5% | -37.4% |
| 10Y | +52.8% | +319.7% | -266.8% | -63.3% |
| All | +52.8% | +312.5% | -259.7% | -63.3% |
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