-32.2%
HOOX vs SPY
+20.8%
-53.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -1.9% |
| 7D | +33.4% | +0.1% | +33.2% | +34.6% |
| 30D | +60.4% | +0.1% | +60.4% | +65.4% |
| 3M | +59.8% | +2.0% | +57.9% | +48.4% |
| 6M | +54.9% | +13.0% | +41.9% | -21.5% |
| YTD | -28.9% | +13.5% | -42.5% | -63.3% |
| 1Y | -32.2% | +20.0% | -52.2% | -69.3% |
| All | -32.2% | +20.8% | -53.0% | -69.3% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling