-31.8%
BFH vs SPY
+307.0%
-338.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.3% |
| 7D | -3.2% | +2.6% | -5.8% | -7.1% |
| 30D | -0.4% | -2.0% | +1.6% | +2.2% |
| 3M | -11.5% | -2.8% | -8.7% | -8.0% |
| 6M | +18.8% | +2.1% | +16.7% | +14.1% |
| YTD | +34.2% | +11.5% | +22.7% | +12.7% |
| 1Y | +60.7% | +13.5% | +47.2% | +31.2% |
| 3Y | +283.5% | +77.7% | +205.8% | +58.4% |
| 5Y | +34.2% | +72.6% | -38.4% | -40.0% |
| All | -31.8% | +307.0% | -338.8% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling