+160.1%
HOOX vs SPY
+37.8%
+122.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -1.2% |
| 7D | +13.4% | -0.4% | +13.7% | +17.2% |
| 30D | +38.2% | -1.4% | +39.5% | +52.6% |
| 3M | +58.5% | +3.7% | +54.8% | +36.9% |
| 6M | +48.5% | +13.0% | +35.5% | -9.5% |
| YTD | -36.9% | +12.4% | -49.3% | -58.1% |
| 1Y | -53.6% | +18.5% | -72.2% | -73.1% |
| All | +160.1% | +37.8% | +122.3% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling