-9.0%
HOOY vs SPY
+18.1%
-27.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -2.8% |
| 7D | -6.1% | -0.8% | -5.3% | -4.2% |
| 30D | +13.4% | -1.1% | +14.5% | +17.1% |
| 3M | +13.7% | +3.9% | +9.8% | +3.3% |
| 6M | +31.6% | +13.6% | +18.0% | -6.5% |
| YTD | -1.6% | +12.7% | -14.3% | -27.7% |
| 1Y | -9.0% | +17.5% | -26.5% | -36.5% |
| All | -9.0% | +18.1% | -27.1% | -36.5% |
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