-28.4%
BHF vs SPY
+258.2%
-286.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.8% |
| 7D | -6.5% | -0.8% | -5.7% | -5.3% |
| 30D | -16.2% | -1.1% | -15.2% | -14.8% |
| 3M | -20.8% | +3.9% | -24.6% | -25.9% |
| 6M | -16.8% | +13.6% | -30.4% | -33.5% |
| YTD | -22.7% | +12.7% | -35.3% | -37.7% |
| 1Y | +2.5% | +17.5% | -15.0% | -23.7% |
| 3Y | +0.6% | +76.9% | -76.3% | -62.6% |
| 5Y | +9.5% | +83.6% | -74.1% | -61.4% |
| All | -28.4% | +258.2% | -286.7% | -90.4% |
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 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