-93.6%
HOWL vs SPY
+71.5%
-165.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -3.6% |
| 7D | -3.8% | +0.1% | -3.9% | -4.0% |
| 30D | +3.1% | -3.3% | +6.4% | +8.8% |
| 3M | +154.4% | -2.4% | +156.8% | +164.9% |
| 6M | +48.5% | +2.6% | +46.0% | +44.1% |
| YTD | +59.3% | +11.2% | +48.1% | +37.4% |
| 1Y | -12.2% | +13.4% | -25.6% | -26.4% |
| 3Y | -55.3% | +79.9% | -135.2% | -78.6% |
| 5Y | -93.6% | +72.2% | -165.8% | -96.6% |
| All | -93.6% | +71.5% | -165.1% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling