+1,716.9%
BBH vs SPY
+757.9%
+959.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.2% |
| 7D | -3.0% | +0.5% | -3.5% | -3.4% |
| 30D | +7.3% | -0.9% | +8.2% | +8.2% |
| 3M | +24.9% | +3.9% | +21.0% | +20.6% |
| 6M | +23.0% | +14.5% | +8.5% | +9.1% |
| YTD | +22.8% | +12.9% | +9.8% | +10.2% |
| 1Y | +39.1% | +19.4% | +19.7% | +18.8% |
| 3Y | +47.6% | +78.5% | -30.8% | -12.1% |
| 5Y | +9.6% | +81.8% | -72.2% | -36.1% |
| 10Y | +108.8% | +311.5% | -202.7% | -41.7% |
| All | +1,716.9% | +757.9% | +959.1% | +198.7% |
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