+2.9%
BHFAL vs SPY
+194.1%
-191.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -0.5% | -2.0% | +1.5% | +0.5% |
| 30D | -1.0% | -1.7% | +0.7% | -0.2% |
| 3M | -1.5% | +4.7% | -6.3% | -3.9% |
| 6M | -7.4% | +12.5% | -19.9% | -13.0% |
| YTD | -2.6% | +11.7% | -14.3% | -8.2% |
| 1Y | -12.5% | +17.5% | -30.0% | -19.8% |
| 3Y | -16.3% | +76.6% | -92.9% | -39.3% |
| 5Y | -20.1% | +82.0% | -102.1% | -44.1% |
| All | +2.9% | +194.1% | -191.2% | -52.3% |
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