+147.6%
HOOX vs SPY
+38.1%
+109.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -5.8% |
| 7D | -15.5% | -0.8% | -14.7% | -12.0% |
| 30D | +30.4% | -1.1% | +31.5% | +41.6% |
| 3M | +25.5% | +3.9% | +21.6% | +7.6% |
| 6M | +44.0% | +13.6% | +30.4% | -14.7% |
| YTD | -39.9% | +12.7% | -52.6% | -60.6% |
| 1Y | -55.0% | +17.5% | -72.5% | -73.0% |
| All | +147.6% | +38.1% | +109.5% | -7.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling