-78.5%
BHC vs SPY
+311.3%
-389.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.3% |
| 7D | -0.6% | +0.5% | -1.2% | -1.3% |
| 30D | +2.9% | -0.9% | +3.8% | +4.0% |
| 3M | +25.8% | +3.9% | +21.9% | +19.5% |
| 6M | +19.5% | +14.5% | +5.0% | -0.2% |
| YTD | -7.5% | +12.9% | -20.4% | -21.3% |
| 1Y | -12.3% | +19.4% | -31.6% | -30.8% |
| 3Y | -25.6% | +78.5% | -104.0% | -66.5% |
| 5Y | -77.4% | +81.8% | -159.2% | -89.9% |
| 10Y | -78.5% | +311.5% | -390.1% | -96.6% |
| All | -78.5% | +311.3% | -389.9% | -96.6% |
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