-97.1%
HUIZ vs SPY
+150.9%
-247.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | +25.6% | +0.1% | +25.6% | +25.6% |
| 3M | +2.0% | +2.0% | 0.0% | +0.4% |
| 6M | -22.6% | +13.0% | -35.6% | -30.6% |
| YTD | -47.7% | +13.5% | -61.2% | -53.4% |
| 1Y | -43.2% | +20.0% | -63.2% | -51.8% |
| 3Y | -75.1% | +77.2% | -152.3% | -85.2% |
| 5Y | -90.1% | +81.9% | -172.0% | -94.2% |
| All | -97.1% | +150.9% | -247.9% | -98.5% |
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 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