+55.0%
UHS vs SPY
+74.6%
-19.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.3% |
| 7D | +0.2% | -0.9% | +1.1% | +0.6% |
| 30D | +10.0% | -2.4% | +12.4% | +11.7% |
| 3M | +16.8% | -1.2% | +17.9% | +17.3% |
| 6M | +17.3% | +3.3% | +14.0% | +13.5% |
| YTD | -9.4% | +12.3% | -21.7% | -18.1% |
| 1Y | -11.9% | +12.4% | -24.4% | -20.5% |
| 3Y | +53.1% | +78.8% | -25.7% | -9.2% |
| 5Y | +55.0% | +75.2% | -20.2% | -8.5% |
| All | +55.0% | +74.6% | -19.6% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling