-93.9%
HOWL vs SPY
+95.1%
-189.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.4% |
| 7D | -3.9% | +3.3% | -7.2% | -8.5% |
| 30D | -1.1% | -2.7% | +1.6% | +3.2% |
| 3M | +156.5% | -1.7% | +158.3% | +164.3% |
| 6M | +55.1% | +3.1% | +52.0% | +49.6% |
| YTD | +54.6% | +11.9% | +42.7% | +32.9% |
| 1Y | -10.1% | +12.0% | -22.1% | -22.8% |
| 3Y | -57.4% | +78.2% | -135.6% | -78.7% |
| 5Y | -93.9% | +73.2% | -167.1% | -96.8% |
| All | -93.9% | +95.1% | -189.0% | -96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling