-41.0%
BHFAM vs SPY
+76.6%
-117.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | 0.0% | +0.1% | -0.2% | -0.1% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | -4.4% | +2.0% | -6.4% | -5.5% |
| 6M | -11.3% | +13.0% | -24.3% | -17.0% |
| YTD | -2.7% | +13.5% | -16.2% | -9.2% |
| 1Y | -17.3% | +20.0% | -37.2% | -25.1% |
| 3Y | -13.9% | +77.2% | -91.1% | -38.6% |
| All | -41.0% | +76.6% | -117.5% | -59.6% |
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