+39.7%
HOOW vs SPY
+29.2%
+10.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -0.3% |
| 7D | +8.6% | -0.4% | +9.0% | +10.9% |
| 30D | +25.6% | -1.4% | +27.0% | +33.9% |
| 3M | +42.4% | +3.7% | +38.7% | +25.4% |
| 6M | +47.5% | +13.0% | +34.5% | -4.7% |
| YTD | -4.7% | +12.4% | -17.1% | -35.5% |
| 1Y | -13.0% | +18.5% | -31.5% | -48.2% |
| All | +39.7% | +29.2% | +10.5% | -34.4% |
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