-66.7%
HOWL vs SPY
+75.1%
-141.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.6% |
| 7D | +2.4% | -2.7% | +5.1% | +7.7% |
| 30D | +9.8% | -5.4% | +15.2% | +22.2% |
| 3M | +150.6% | -4.1% | +154.7% | +171.8% |
| 6M | +55.4% | +0.7% | +54.7% | +54.8% |
| YTD | +59.3% | +8.7% | +50.6% | +38.3% |
| 1Y | -15.8% | +10.9% | -26.7% | -29.8% |
| 3Y | -66.7% | +75.0% | -141.7% | -85.4% |
| All | -66.7% | +75.1% | -141.7% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling