-62.7%
HOWL vs SPY
+77.4%
-140.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +3.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.1% |
| 30D | +140.3% | +0.1% | +140.2% | +140.0% |
| 3M | +124.7% | +2.0% | +122.7% | +117.7% |
| 6M | +57.6% | +13.0% | +44.6% | +28.4% |
| YTD | +52.4% | +13.5% | +38.8% | +22.9% |
| 1Y | -28.4% | +20.0% | -48.4% | -47.2% |
| All | -62.7% | +77.4% | -140.1% | -79.8% |
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