+995.8%
BHB vs SPY
+1,207.6%
-211.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -1.9% |
| 30D | +8.3% | -2.4% | +10.7% | +9.5% |
| 3M | +5.2% | -1.2% | +6.4% | +5.7% |
| 6M | +22.6% | +3.3% | +19.3% | +20.6% |
| YTD | +37.5% | +12.3% | +25.2% | +30.2% |
| 1Y | +44.2% | +12.4% | +31.8% | +36.4% |
| 3Y | +83.4% | +78.8% | +4.6% | +42.4% |
| 5Y | +54.6% | +75.2% | -20.5% | +20.9% |
| 10Y | +117.9% | +311.1% | -193.2% | +32.9% |
| All | +995.8% | +1,207.6% | -211.8% | +471.3% |
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