-23.5%
BHF vs SPY
+261.0%
-284.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.4% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | -13.4% | +0.1% | -13.4% | -13.4% |
| 3M | -14.1% | +2.0% | -16.1% | -17.4% |
| 6M | -12.1% | +13.0% | -25.1% | -29.1% |
| YTD | -17.3% | +13.5% | -30.8% | -34.1% |
| 1Y | +21.1% | +20.0% | +1.2% | -12.8% |
| 3Y | +4.8% | +77.2% | -72.4% | -61.1% |
| 5Y | +10.1% | +81.9% | -71.7% | -60.4% |
| All | -23.5% | +261.0% | -284.5% | -89.9% |
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