-3.9%
BHFAP vs SPY
+202.1%
-206.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.5% |
| 30D | +3.4% | -1.1% | +4.5% | +4.1% |
| 3M | -5.1% | +3.9% | -9.0% | -7.4% |
| 6M | -10.8% | +13.6% | -24.4% | -17.8% |
| YTD | -2.1% | +12.7% | -14.8% | -9.4% |
| 1Y | -6.5% | +17.5% | -24.0% | -15.9% |
| 3Y | -20.0% | +76.9% | -96.9% | -46.2% |
| 5Y | -25.9% | +83.6% | -109.5% | -52.5% |
| All | -3.9% | +202.1% | -206.1% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling