-21.4%
BHC vs SPY
+77.4%
-98.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +4.3% | +0.1% | +4.2% | +4.2% |
| 3M | +24.7% | +2.0% | +22.7% | +21.9% |
| 6M | +16.5% | +13.0% | +3.5% | +3.0% |
| YTD | -5.6% | +13.5% | -19.2% | -16.9% |
| 1Y | -9.0% | +20.0% | -29.0% | -24.1% |
| All | -21.4% | +77.4% | -98.8% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling