+6.9%
HOOX vs SPY
+36.7%
-29.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.4% | -8.6% | -7.1% |
| 7D | -8.5% | +2.6% | -11.1% | -19.2% |
| 30D | -43.9% | -2.0% | -41.9% | -35.1% |
| 3M | -48.4% | -2.8% | -45.6% | -35.0% |
| 6M | -26.9% | +2.1% | -29.0% | -25.4% |
| YTD | -74.1% | +11.5% | -85.6% | -80.9% |
| 1Y | -79.4% | +13.5% | -92.8% | -85.6% |
| All | +6.9% | +36.7% | -29.8% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling