+27.5%
BH vs SPY
+322.5%
-295.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.6% |
| 7D | -2.9% | -0.8% | -2.1% | -2.2% |
| 30D | -4.7% | -1.1% | -3.6% | -3.8% |
| 3M | +11.1% | +3.9% | +7.2% | +6.9% |
| 6M | +17.3% | +13.6% | +3.7% | +3.8% |
| YTD | +12.1% | +12.7% | -0.6% | +0.1% |
| 1Y | +17.4% | +17.5% | -0.1% | +0.8% |
| 3Y | +105.5% | +76.9% | +28.6% | +20.0% |
| 5Y | +125.8% | +83.6% | +42.3% | +24.1% |
| All | +27.5% | +322.5% | -295.0% | -68.6% |
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