+2,338.7%
BHC vs SPY
+2,731.9%
-393.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.5% |
| 7D | -0.2% | -2.7% | +2.5% | +2.5% |
| 30D | +33.0% | -5.4% | +38.4% | +40.5% |
| 3M | +38.4% | -4.1% | +42.5% | +44.1% |
| 6M | +44.8% | +0.7% | +44.1% | +43.5% |
| YTD | +17.7% | +8.7% | +9.0% | +8.6% |
| 1Y | +22.3% | +10.9% | +11.4% | +10.6% |
| 3Y | +9.8% | +75.0% | -65.2% | -36.3% |
| 5Y | -70.8% | +67.8% | -138.6% | -81.9% |
| 10Y | -57.4% | +312.9% | -370.2% | -87.4% |
| All | +2,338.7% | +2,731.9% | -393.3% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling