-55.9%
HOWL vs SPY
+78.1%
-133.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.7% |
| 7D | -3.0% | +2.6% | -5.6% | -7.5% |
| 30D | 0.0% | -2.0% | +2.0% | +4.0% |
| 3M | +153.9% | -2.8% | +156.7% | +168.2% |
| 6M | +67.8% | +2.1% | +65.7% | +62.7% |
| YTD | +54.6% | +11.5% | +43.1% | +28.1% |
| 1Y | +5.6% | +13.5% | -7.9% | -15.8% |
| 3Y | -55.9% | +77.7% | -133.6% | -72.4% |
| All | -55.9% | +78.1% | -133.9% | -72.4% |
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