-55.0%
HOOX vs SPY
+18.1%
-73.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -6.9% |
| 7D | -15.5% | -0.8% | -14.7% | -11.1% |
| 30D | +30.4% | -1.1% | +31.5% | +44.1% |
| 3M | +25.5% | +3.9% | +21.6% | +2.0% |
| 6M | +44.0% | +13.6% | +30.4% | -30.8% |
| YTD | -39.9% | +12.7% | -52.6% | -67.4% |
| 1Y | -55.0% | +17.5% | -72.5% | -77.2% |
| All | -55.0% | +18.1% | -73.2% | -77.2% |
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