+8.1%
BBH vs SPY
+79.8%
-71.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -6.2% | -2.0% | -4.2% | -4.7% |
| 30D | +4.1% | -1.7% | +5.7% | +5.5% |
| 3M | +24.9% | +4.7% | +20.1% | +20.2% |
| 6M | +18.6% | +12.5% | +6.1% | +7.7% |
| YTD | +20.8% | +11.7% | +9.1% | +10.3% |
| 1Y | +38.6% | +17.5% | +21.1% | +21.4% |
| 3Y | +45.3% | +76.6% | -31.3% | -10.5% |
| 5Y | +8.1% | +82.0% | -73.9% | -35.9% |
| All | +8.1% | +79.8% | -71.7% | -35.9% |
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