-3.0%
BHFAP vs SPY
+204.4%
-207.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +2.9% | +0.1% | +2.8% | +2.8% |
| 3M | -3.9% | +2.0% | -5.9% | -5.2% |
| 6M | -9.2% | +13.0% | -22.2% | -16.0% |
| YTD | -1.1% | +13.5% | -14.7% | -9.0% |
| 1Y | -13.7% | +20.0% | -33.7% | -23.4% |
| 3Y | -19.2% | +77.2% | -96.4% | -45.7% |
| 5Y | -24.9% | +81.9% | -106.8% | -51.3% |
| All | -3.0% | +204.4% | -207.4% | -64.1% |
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 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