+40.5%
HAUZ vs SPY
+462.2%
-421.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.7% |
| 7D | -1.6% | -0.9% | -0.7% | -1.2% |
| 30D | +4.1% | -2.4% | +6.4% | +5.4% |
| 3M | -4.9% | -1.2% | -3.7% | -4.4% |
| 6M | -8.7% | +3.3% | -12.0% | -10.7% |
| YTD | -5.2% | +12.3% | -17.5% | -11.8% |
| 1Y | -4.3% | +12.4% | -16.8% | -11.1% |
| 3Y | +26.2% | +78.8% | -52.6% | -12.7% |
| 5Y | -9.8% | +75.2% | -85.0% | -37.4% |
| 10Y | +33.2% | +311.1% | -277.9% | -43.5% |
| All | +40.5% | +462.2% | -421.7% | -46.8% |
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