+55.5%
BFH vs SPY
+81.0%
-25.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | 0.0% |
| 7D | +0.9% | -0.4% | +1.2% | +1.4% |
| 30D | -0.7% | -1.4% | +0.7% | +1.5% |
| 3M | +14.2% | +3.7% | +10.5% | +8.0% |
| 6M | +48.9% | +13.0% | +35.9% | +23.5% |
| YTD | +46.2% | +12.4% | +33.8% | +22.5% |
| 1Y | +69.1% | +18.5% | +50.6% | +30.5% |
| 3Y | +213.9% | +77.6% | +136.3% | +32.6% |
| 5Y | +55.5% | +81.7% | -26.2% | -36.2% |
| All | +55.5% | +81.0% | -25.5% | -36.2% |
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