+16.4%
UHT vs SPY
+312.9%
-296.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | -0.1% |
| 7D | +2.2% | -2.7% | +5.0% | +4.7% |
| 30D | +4.9% | -5.4% | +10.3% | +10.0% |
| 3M | -5.2% | -4.1% | -1.2% | -2.0% |
| 6M | +0.8% | +0.7% | +0.1% | -1.0% |
| YTD | +5.7% | +8.7% | -3.0% | -3.9% |
| 1Y | +11.7% | +10.9% | +0.8% | -0.6% |
| 3Y | +20.1% | +75.0% | -54.9% | -35.5% |
| 5Y | -9.1% | +67.8% | -76.9% | -50.0% |
| All | +16.4% | +312.9% | -296.4% | -75.2% |
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