+293.9%
BHE vs SPY
+322.5%
-28.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.2% |
| 7D | +7.1% | -0.8% | +7.9% | +8.0% |
| 30D | -5.1% | -1.1% | -4.0% | -3.9% |
| 3M | -12.4% | +3.9% | -16.3% | -15.6% |
| 6M | +42.7% | +13.6% | +29.1% | +25.9% |
| YTD | +82.9% | +12.7% | +70.2% | +62.9% |
| 1Y | +96.6% | +17.5% | +79.1% | +68.2% |
| 3Y | +244.1% | +76.9% | +167.2% | +100.1% |
| 5Y | +212.8% | +83.6% | +129.2% | +73.2% |
| All | +293.9% | +322.5% | -28.5% | -11.1% |
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 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