+1,855.7%
BHC vs SPY
+2,859.0%
-1,003.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.1% |
| 6M | +16.5% | +13.0% | +3.5% | +3.5% |
| YTD | -5.6% | +13.5% | -19.2% | -16.5% |
| 1Y | -9.0% | +20.0% | -29.0% | -23.9% |
| 3Y | -22.5% | +77.2% | -99.6% | -55.6% |
| 5Y | -77.6% | +81.9% | -159.5% | -87.2% |
| 10Y | -77.2% | +314.1% | -391.2% | -93.3% |
| All | +1,855.7% | +2,859.0% | -1,003.3% | +40.1% |
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 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