-95.4%
HUIZ vs SPY
+140.1%
-235.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +1.3% | -2.7% | +4.0% | +3.6% |
| 30D | +76.7% | -5.4% | +82.1% | +84.4% |
| 3M | +88.4% | -4.1% | +92.5% | +94.0% |
| 6M | +34.1% | +0.7% | +33.4% | +32.5% |
| YTD | -18.9% | +8.7% | -27.5% | -25.4% |
| 1Y | -34.5% | +10.9% | -45.4% | -40.9% |
| 3Y | -49.9% | +75.0% | -124.9% | -70.0% |
| 5Y | -76.1% | +67.8% | -143.9% | -85.2% |
| All | -95.4% | +140.1% | -235.5% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling