-49.9%
HOOW vs SPY
+11.8%
-61.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -3.3% |
| 7D | +4.6% | +3.3% | +1.3% | -6.9% |
| 30D | -31.2% | -2.7% | -28.5% | -22.8% |
| 3M | -18.9% | -1.7% | -17.2% | -11.1% |
| 6M | -0.7% | +3.1% | -3.8% | -8.3% |
| YTD | -38.1% | +11.9% | -50.0% | -57.2% |
| 1Y | -49.9% | +12.0% | -61.9% | -64.9% |
| All | -49.9% | +11.8% | -61.7% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling