-93.7%
HOWL vs SPY
+67.0%
-160.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | +0.3% |
| 7D | -7.3% | -4.7% | -2.5% | +0.1% |
| 30D | +10.9% | -5.9% | +16.8% | +22.2% |
| 3M | +153.7% | -4.5% | +158.3% | +173.5% |
| 6M | +52.2% | +1.8% | +50.5% | +49.7% |
| YTD | +60.9% | +8.3% | +52.6% | +44.7% |
| 1Y | -16.4% | +9.3% | -25.7% | -25.9% |
| 3Y | -67.8% | +74.9% | -142.7% | -83.8% |
| 5Y | -93.7% | +67.3% | -160.9% | -96.5% |
| All | -93.7% | +67.0% | -160.7% | -96.5% |
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