-30.9%
BHFAN vs SPY
+130.0%
-160.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.6% | -2.0% | +1.4% | +0.3% |
| 30D | +3.5% | -1.7% | +5.2% | +4.2% |
| 3M | -4.7% | +4.7% | -9.5% | -6.6% |
| 6M | -10.4% | +12.5% | -22.9% | -14.9% |
| YTD | -1.9% | +11.7% | -13.6% | -6.6% |
| 1Y | -6.6% | +17.5% | -24.1% | -13.1% |
| 3Y | -15.3% | +76.6% | -91.9% | -35.3% |
| 5Y | -37.3% | +82.0% | -119.4% | -53.6% |
| All | -30.9% | +130.0% | -160.8% | -51.2% |
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