-94.0%
HOWL vs SPY
+93.2%
-187.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.4% |
| 7D | -9.3% | -0.6% | -8.8% | -8.6% |
| 30D | -1.0% | -3.7% | +2.7% | +4.9% |
| 3M | +153.9% | -2.7% | +156.7% | +165.5% |
| 6M | +42.6% | +2.2% | +40.5% | +39.4% |
| YTD | +53.0% | +10.8% | +42.2% | +33.4% |
| 1Y | -16.4% | +11.2% | -27.6% | -27.5% |
| 3Y | -57.8% | +76.5% | -134.3% | -78.6% |
| 5Y | -93.9% | +72.9% | -166.9% | -96.8% |
| All | -94.0% | +93.2% | -187.2% | -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