+833.4%
BH vs SPY
+3,091.8%
-2,258.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -3.6% | +0.1% | -3.6% | -3.7% |
| 3M | +29.6% | +2.0% | +27.6% | +27.2% |
| 6M | +10.9% | +13.0% | -2.1% | +0.1% |
| YTD | +15.4% | +13.5% | +1.9% | +3.9% |
| 1Y | +23.4% | +20.0% | +3.5% | +6.1% |
| 3Y | +106.1% | +77.2% | +28.9% | +28.5% |
| 5Y | +125.3% | +81.9% | +43.4% | +34.7% |
| 10Y | +28.0% | +314.1% | -286.0% | -59.7% |
| All | +833.4% | +3,091.8% | -2,258.3% | +1.4% |
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