-13.9%
HOOW vs SPY
+28.1%
-42.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -3.7% |
| 7D | -4.4% | +2.6% | -7.0% | -12.8% |
| 30D | -27.5% | -2.0% | -25.5% | -21.0% |
| 3M | -26.9% | -2.8% | -24.1% | -16.7% |
| 6M | -3.6% | +2.1% | -5.7% | -7.6% |
| YTD | -41.3% | +11.5% | -52.7% | -58.4% |
| 1Y | -47.1% | +13.5% | -60.5% | -64.8% |
| All | -13.9% | +28.1% | -42.1% | -57.7% |
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 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