-24.7%
ULH vs SPY
+21.3%
-46.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | -0.1% |
| 7D | -1.9% | +0.3% | -2.2% | -2.4% |
| 30D | -4.6% | +0.2% | -4.8% | -4.9% |
| 3M | +14.2% | +2.8% | +11.4% | +9.0% |
| 6M | +5.7% | +14.3% | -8.6% | -18.1% |
| YTD | +23.8% | +14.0% | +9.8% | -2.8% |
| All | -24.7% | +21.3% | -46.0% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling