+21.4%
BHF vs SPY
+21.3%
+0.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | 0.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -14.3% | +0.2% | -14.6% | -14.3% |
| 3M | -13.9% | +2.8% | -16.7% | -14.1% |
| 6M | -10.2% | +14.3% | -24.4% | -11.6% |
| YTD | -17.1% | +14.0% | -31.1% | -18.3% |
| All | +21.4% | +21.3% | +0.1% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling