+46.7%
HAUZ vs SPY
+468.5%
-421.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | +1.2% | +2.0% | -0.8% | -0.1% |
| 6M | -6.6% | +13.0% | -19.7% | -13.3% |
| YTD | -1.0% | +13.5% | -14.6% | -8.4% |
| 1Y | +1.4% | +20.0% | -18.5% | -9.3% |
| 3Y | +25.6% | +77.2% | -51.6% | -12.5% |
| 5Y | -7.6% | +81.9% | -89.5% | -37.3% |
| 10Y | +34.2% | +314.1% | -279.8% | -43.3% |
| All | +46.7% | +468.5% | -421.7% | -44.7% |
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