+2.7%
BHF vs SPY
+76.5%
-73.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | -4.6% | -0.4% | -4.2% | -4.2% |
| 30D | -14.9% | -1.4% | -13.5% | -13.5% |
| 3M | -18.5% | +3.7% | -22.2% | -22.1% |
| 6M | -15.3% | +13.0% | -28.3% | -27.3% |
| YTD | -21.1% | +12.4% | -33.4% | -32.0% |
| 1Y | +4.8% | +18.5% | -13.7% | -16.7% |
| All | +2.7% | +76.5% | -73.8% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling