+1,160.4%
BFH vs SPY
+900.4%
+260.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.4% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | -1.1% | +0.1% | -1.1% | -1.1% |
| 3M | +21.9% | +2.0% | +19.9% | +19.0% |
| 6M | +48.3% | +13.0% | +35.3% | +28.7% |
| YTD | +50.9% | +13.5% | +37.4% | +30.4% |
| 1Y | +67.4% | +20.0% | +47.4% | +35.8% |
| 3Y | +200.8% | +77.2% | +123.6% | +60.1% |
| 5Y | +60.2% | +81.9% | -21.6% | -14.0% |
| 10Y | -22.8% | +314.1% | -336.8% | -80.5% |
| All | +1,160.4% | +900.4% | +260.0% | +29.3% |
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