-95.5%
HUIZ vs SPY
+139.3%
-234.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | +1.9% |
| 7D | +1.8% | -4.7% | +6.5% | +5.8% |
| 30D | +76.0% | -5.9% | +81.9% | +84.5% |
| 3M | +94.0% | -4.5% | +98.6% | +100.6% |
| 6M | +39.3% | +1.8% | +37.5% | +36.4% |
| YTD | -19.2% | +8.3% | -27.5% | -25.5% |
| 1Y | -36.9% | +9.3% | -46.3% | -42.4% |
| 3Y | -50.1% | +74.9% | -125.0% | -70.1% |
| 5Y | -76.2% | +67.3% | -143.5% | -85.2% |
| All | -95.5% | +139.3% | -234.8% | -97.6% |
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