-7.7%
HOOW vs SPY
+27.9%
-35.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | -4.9% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -29.1% | -3.3% | -25.8% | -18.6% |
| 3M | -15.8% | -2.4% | -13.4% | -5.4% |
| 6M | +2.8% | +2.6% | +0.3% | -3.3% |
| YTD | -37.0% | +11.2% | -48.3% | -55.1% |
| 1Y | -48.2% | +13.4% | -61.6% | -65.3% |
| All | -7.7% | +27.9% | -35.6% | -54.4% |
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 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