-45.5%
BHFAM vs SPY
+73.4%
-118.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.5% | +2.6% | -3.1% | -1.9% |
| 30D | -3.2% | -2.0% | -1.2% | -2.2% |
| 3M | -2.1% | -2.8% | +0.7% | -0.7% |
| 6M | -16.2% | +2.1% | -18.3% | -17.2% |
| YTD | -10.2% | +11.5% | -21.7% | -15.4% |
| 1Y | -11.5% | +13.5% | -25.0% | -17.4% |
| 3Y | -14.0% | +77.7% | -91.7% | -38.9% |
| 5Y | -45.9% | +72.6% | -118.6% | -62.6% |
| All | -45.5% | +73.4% | -118.9% | -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 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