-53.0%
BHC vs SPY
+308.5%
-361.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +3.6% | +3.3% | +0.4% | -0.6% |
| 30D | +40.1% | -2.7% | +42.8% | +45.1% |
| 3M | +32.9% | -1.7% | +34.6% | +35.6% |
| 6M | +52.5% | +3.1% | +49.4% | +45.9% |
| YTD | +18.7% | +11.9% | +6.8% | +2.1% |
| 1Y | +18.9% | +12.0% | +6.9% | +2.1% |
| 3Y | +21.1% | +78.2% | -57.0% | -45.5% |
| 5Y | -68.8% | +73.2% | -142.0% | -85.2% |
| All | -53.0% | +308.5% | -361.5% | -93.3% |
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