-77.6%
BHC vs SPY
+82.0%
-159.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | +4.3% | +0.1% | +4.2% | +4.1% |
| 3M | +24.7% | +2.0% | +22.7% | +21.3% |
| 6M | +16.5% | +13.0% | +3.5% | -0.1% |
| YTD | -5.6% | +13.5% | -19.2% | -19.6% |
| 1Y | -9.0% | +20.0% | -29.0% | -27.8% |
| 3Y | -22.5% | +77.2% | -99.6% | -64.4% |
| All | -77.6% | +82.0% | -159.6% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling