+18.4%
UHT vs SPY
+311.8%
-293.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.5% |
| 7D | -0.8% | -0.9% | +0.1% | -0.1% |
| 30D | +3.0% | -2.4% | +5.3% | +4.9% |
| 3M | -2.4% | -1.2% | -1.2% | -1.8% |
| 6M | +0.6% | +3.3% | -2.7% | -3.5% |
| YTD | +5.4% | +12.3% | -6.8% | -6.9% |
| 1Y | +6.5% | +12.4% | -6.0% | -6.4% |
| 3Y | +24.2% | +78.8% | -54.6% | -34.5% |
| 5Y | -9.3% | +75.2% | -84.5% | -52.2% |
| 10Y | +18.4% | +311.1% | -292.7% | -76.1% |
| All | +18.4% | +311.8% | -293.3% | -76.1% |
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