-29.1%
HOOX vs SPY
+21.3%
-50.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.4% | +1.0% | +32.4% | +26.8% |
| 7D | +25.6% | +0.3% | +25.3% | +25.5% |
| 30D | +65.2% | +0.2% | +65.0% | +68.1% |
| 3M | +89.3% | +2.8% | +86.5% | +67.3% |
| 6M | +88.1% | +14.3% | +73.9% | -11.4% |
| YTD | -25.7% | +14.0% | -39.7% | -62.6% |
| All | -29.1% | +21.3% | -50.4% | -68.7% |
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 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