+9,990.7%
UHS vs SPY
+3,091.8%
+6,899.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.1% | +0.1% | -1.1% | -1.1% |
| 3M | +19.2% | +2.0% | +17.2% | +17.2% |
| 6M | -15.9% | +13.0% | -28.9% | -23.1% |
| YTD | -21.9% | +13.5% | -35.5% | -28.9% |
| 1Y | -8.2% | +20.0% | -28.2% | -19.6% |
| 3Y | +27.7% | +77.2% | -49.4% | -15.0% |
| 5Y | +11.4% | +81.9% | -70.4% | -27.0% |
| 10Y | +46.8% | +314.1% | -267.3% | -40.7% |
| All | +9,990.7% | +3,091.8% | +6,899.0% | +1,471.9% |
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