+7.8%
BBHL vs SPY
+14.1%
-6.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -2.3% | -2.0% | -0.4% | -0.6% |
| 30D | -4.3% | -1.7% | -2.6% | -2.9% |
| 3M | +1.1% | +4.7% | -3.7% | -2.9% |
| 6M | +8.9% | +12.5% | -3.6% | -2.0% |
| YTD | +4.9% | +11.7% | -6.8% | -4.8% |
| All | +7.8% | +14.1% | -6.3% | -4.3% |
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