+192.9%
HOOX vs SPY
+39.2%
+153.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -2.4% |
| 7D | +33.4% | +0.1% | +33.2% | +34.4% |
| 30D | +60.4% | +0.1% | +60.4% | +64.7% |
| 3M | +59.8% | +2.0% | +57.9% | +51.4% |
| 6M | +54.9% | +13.0% | +41.9% | -5.5% |
| YTD | -28.9% | +13.5% | -42.5% | -55.3% |
| 1Y | -32.2% | +20.0% | -52.2% | -63.0% |
| All | +192.9% | +39.2% | +153.7% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling