-24.6%
ULH vs SPY
+18.1%
-42.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -2.4% |
| 7D | -2.6% | -0.8% | -1.9% | -1.3% |
| 30D | -5.2% | -1.1% | -4.2% | -3.4% |
| 3M | +4.4% | +3.9% | +0.5% | -2.5% |
| 6M | +29.6% | +13.6% | +16.0% | +0.9% |
| YTD | +24.1% | +12.7% | +11.4% | -0.5% |
| 1Y | -24.6% | +17.5% | -42.1% | -46.1% |
| All | -24.6% | +18.1% | -42.7% | -46.1% |
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 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