+135.1%
BHB vs SPY
+318.9%
-183.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.9% |
| 7D | +0.5% | -2.0% | +2.5% | +2.6% |
| 30D | +2.4% | -1.7% | +4.0% | +4.1% |
| 3M | +11.2% | +4.7% | +6.4% | +5.5% |
| 6M | +31.7% | +12.5% | +19.2% | +15.5% |
| YTD | +33.8% | +11.7% | +22.1% | +18.1% |
| 1Y | +32.1% | +17.5% | +14.6% | +10.3% |
| 3Y | +90.2% | +76.6% | +13.7% | +1.6% |
| 5Y | +90.3% | +82.0% | +8.2% | -3.7% |
| All | +135.1% | +318.9% | -183.8% | -54.3% |
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