+242.0%
BHK vs SPY
+933.4%
-691.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.2% | -2.0% | -0.2% | -1.9% |
| 30D | -3.9% | -1.7% | -2.2% | -3.6% |
| 3M | +0.7% | +4.7% | -4.1% | -0.2% |
| 6M | -1.5% | +12.5% | -14.0% | -3.5% |
| YTD | -2.5% | +11.7% | -14.2% | -4.5% |
| 1Y | -2.2% | +17.5% | -19.7% | -5.0% |
| 3Y | +11.5% | +76.6% | -65.0% | +0.5% |
| 5Y | -20.6% | +82.0% | -102.6% | -29.2% |
| 10Y | +27.5% | +317.1% | -289.7% | -1.8% |
| All | +242.0% | +933.4% | -691.5% | +120.5% |
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