-45.2%
BHFAM vs SPY
+74.6%
-119.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.5% |
| 7D | -1.8% | -0.9% | -0.9% | -1.4% |
| 30D | -3.8% | -2.4% | -1.4% | -2.6% |
| 3M | -2.9% | -1.2% | -1.7% | -2.3% |
| 6M | -15.6% | +3.3% | -18.9% | -17.2% |
| YTD | -9.7% | +12.3% | -22.0% | -15.2% |
| 1Y | -14.5% | +12.4% | -26.9% | -19.8% |
| 3Y | -12.5% | +78.8% | -91.4% | -38.0% |
| 5Y | -45.2% | +75.2% | -120.4% | -62.3% |
| All | -45.2% | +74.6% | -119.8% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling