-58.9%
HOOZ vs SPY
+13.4%
-72.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -2.3% |
| 7D | 0.0% | +0.1% | -0.1% | +0.3% |
| 30D | -29.4% | +3.6% | -33.0% | -10.1% |
| 3M | -54.1% | +2.0% | -56.1% | -47.4% |
| 6M | -73.7% | +13.0% | -86.7% | -35.5% |
| YTD | -63.9% | +13.5% | -77.5% | +3.1% |
| All | -58.9% | +13.4% | -72.3% | +26.0% |
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