-1.8%
ULH vs SPY
+79.8%
-81.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.9% |
| 7D | +1.0% | -2.0% | +3.0% | +3.4% |
| 30D | -1.7% | -1.7% | 0.0% | +0.2% |
| 3M | +6.7% | +4.7% | +2.0% | +1.3% |
| 6M | +26.3% | +12.5% | +13.8% | +10.8% |
| YTD | +25.1% | +11.7% | +13.4% | +11.4% |
| 1Y | -20.4% | +17.5% | -37.8% | -32.6% |
| 3Y | -22.6% | +76.6% | -99.2% | -54.7% |
| 5Y | -1.8% | +82.0% | -83.8% | -46.0% |
| All | -1.8% | +79.8% | -81.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling