-30.1%
HOWL vs SPY
+21.3%
-51.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.5% | -7.6% |
| 7D | -2.8% | +0.3% | -3.0% | -3.4% |
| 30D | +127.5% | +0.2% | +127.2% | +126.0% |
| 3M | +123.2% | +2.8% | +120.4% | +112.2% |
| 6M | +61.4% | +14.3% | +47.1% | +26.2% |
| YTD | +48.9% | +14.0% | +34.9% | +15.8% |
| All | -30.1% | +21.3% | -51.4% | -50.5% |
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