-37.3%
BHF vs SPY
+254.5%
-291.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.1% |
| 7D | +3.0% | +2.6% | +0.4% | -1.1% |
| 30D | -8.2% | -2.0% | -6.2% | -5.6% |
| 3M | -26.3% | -2.8% | -23.5% | -23.3% |
| 6M | -28.4% | +2.1% | -30.5% | -31.8% |
| YTD | -32.3% | +11.5% | -43.7% | -44.7% |
| 1Y | -33.3% | +13.5% | -46.7% | -47.3% |
| 3Y | -6.6% | +77.7% | -84.3% | -65.8% |
| 5Y | -19.6% | +72.6% | -92.2% | -68.4% |
| All | -37.3% | +254.5% | -291.8% | -91.5% |
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