-11.5%
UTHY vs SPY
+101.2%
-112.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -1.2% | -1.1% | -0.1% | -1.1% |
| 3M | -4.8% | +3.9% | -8.7% | -5.2% |
| 6M | -4.9% | +13.6% | -18.5% | -6.2% |
| YTD | -4.4% | +12.7% | -17.1% | -5.7% |
| 1Y | -6.2% | +17.5% | -23.7% | -7.8% |
| 3Y | -3.0% | +76.9% | -79.9% | -13.8% |
| All | -11.5% | +101.2% | -112.7% | -19.5% |
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 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