-12.2%
BHFAM vs SPY
+17.2%
-29.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -4.2% | -2.0% | -2.2% | -3.4% |
| 30D | +0.4% | -1.7% | +2.1% | +1.1% |
| 3M | -8.6% | +4.7% | -13.3% | -10.4% |
| 6M | -15.3% | +12.5% | -27.8% | -19.5% |
| YTD | -6.6% | +11.7% | -18.4% | -11.2% |
| 1Y | -12.2% | +17.5% | -29.6% | -19.0% |
| All | -12.2% | +17.2% | -29.4% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling