-94.0%
HOWL vs SPY
+98.0%
-192.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.9% |
| 7D | +2.4% | +0.1% | +2.3% | +2.1% |
| 30D | +140.3% | +0.1% | +140.2% | +140.1% |
| 3M | +124.7% | +2.0% | +122.7% | +119.1% |
| 6M | +57.6% | +13.0% | +44.6% | +33.2% |
| YTD | +52.4% | +13.5% | +38.8% | +27.8% |
| 1Y | -28.4% | +20.0% | -48.4% | -44.2% |
| 3Y | -63.0% | +77.2% | -140.2% | -81.5% |
| 5Y | -94.6% | +81.9% | -176.4% | -97.3% |
| All | -94.0% | +98.0% | -192.0% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling