+2.6%
BHFAL vs SPY
+198.9%
-196.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | -3.0% | +2.0% | -5.0% | -4.1% |
| 6M | -8.9% | +13.0% | -21.9% | -14.6% |
| YTD | -2.9% | +13.5% | -16.4% | -9.2% |
| 1Y | -14.2% | +20.0% | -34.1% | -22.1% |
| 3Y | -17.5% | +77.2% | -94.7% | -40.3% |
| 5Y | -21.1% | +81.9% | -102.9% | -44.5% |
| All | +2.6% | +198.9% | -196.3% | -52.9% |
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