-7.5%
BHFAP vs SPY
+17.2%
-24.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.6% | -2.0% | +1.4% | -0.1% |
| 30D | +3.0% | -1.7% | +4.6% | +3.4% |
| 3M | -5.1% | +4.7% | -9.8% | -6.2% |
| 6M | -10.8% | +12.5% | -23.3% | -13.4% |
| YTD | -2.0% | +11.7% | -13.8% | -5.0% |
| 1Y | -7.5% | +17.5% | -25.0% | -13.1% |
| All | -7.5% | +17.2% | -24.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling