+2,512.2%
UHT vs SPY
+3,091.8%
-579.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -3.7% | +0.1% | -3.7% | -3.7% |
| 3M | +3.2% | +2.0% | +1.2% | +1.2% |
| 6M | -3.0% | +13.0% | -16.0% | -11.9% |
| YTD | +8.2% | +13.5% | -5.3% | -2.2% |
| 1Y | +7.5% | +20.0% | -12.5% | -7.2% |
| 3Y | +8.6% | +77.2% | -68.6% | -31.2% |
| 5Y | -2.5% | +81.9% | -84.4% | -40.6% |
| 10Y | +8.4% | +314.1% | -305.7% | -61.5% |
| All | +2,512.2% | +3,091.8% | -579.5% | +327.4% |
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