-11.0%
HOOW vs SPY
+24.9%
-35.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.5% | +2.7% |
| 7D | -7.2% | -2.7% | -4.5% | +2.9% |
| 30D | -32.0% | -5.4% | -26.6% | -15.4% |
| 3M | -16.2% | -4.1% | -12.1% | +0.4% |
| 6M | -3.8% | +0.7% | -4.5% | -3.4% |
| YTD | -39.3% | +8.7% | -47.9% | -52.8% |
| 1Y | -48.2% | +10.9% | -59.1% | -62.3% |
| All | -11.0% | +24.9% | -35.9% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling