+965.7%
BHB vs SPY
+1,222.2%
-256.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +0.5% | +0.1% | +0.4% | +0.5% |
| 3M | +14.9% | +2.0% | +12.9% | +13.7% |
| 6M | +24.3% | +13.0% | +11.3% | +17.4% |
| YTD | +33.7% | +13.5% | +20.2% | +26.1% |
| 1Y | +29.4% | +20.0% | +9.5% | +19.1% |
| 3Y | +83.7% | +77.2% | +6.5% | +43.2% |
| 5Y | +81.6% | +81.9% | -0.3% | +40.0% |
| 10Y | +135.0% | +314.1% | -179.0% | +42.8% |
| All | +965.7% | +1,222.2% | -256.4% | +453.2% |
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 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