+41.9%
HAUZ vs SPY
+454.9%
-413.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.1% | -0.6% | +2.7% | +2.4% |
| 30D | +4.3% | -3.7% | +8.0% | +6.6% |
| 3M | -3.8% | -2.7% | -1.1% | -2.4% |
| 6M | -8.2% | +2.2% | -10.3% | -9.6% |
| YTD | -4.3% | +10.8% | -15.1% | -10.3% |
| 1Y | -2.5% | +11.2% | -13.7% | -8.8% |
| 3Y | +27.4% | +76.5% | -49.1% | -11.2% |
| 5Y | -8.8% | +72.9% | -81.8% | -36.2% |
| 10Y | +32.4% | +304.8% | -272.4% | -43.4% |
| All | +41.9% | +454.9% | -413.0% | -45.8% |
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