-47.8%
BHC vs SPY
+315.0%
-362.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | -0.4% |
| 7D | +4.7% | +0.1% | +4.7% | +4.6% |
| 30D | +39.1% | -3.3% | +42.4% | +45.3% |
| 3M | +34.4% | -2.4% | +36.8% | +38.4% |
| 6M | +46.1% | +2.6% | +43.5% | +40.7% |
| YTD | +20.9% | +11.2% | +9.6% | +4.8% |
| 1Y | +26.3% | +13.4% | +12.9% | +6.7% |
| 3Y | +22.8% | +79.9% | -57.1% | -45.6% |
| 5Y | -69.5% | +72.2% | -141.7% | -85.4% |
| 10Y | -47.8% | +307.3% | -355.1% | -91.9% |
| All | -47.8% | +315.0% | -362.8% | -91.9% |
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