-55.7%
BHM vs SPY
+118.5%
-174.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -4.8% | -2.0% | -2.8% | -4.0% |
| 30D | -2.8% | -1.7% | -1.1% | -2.1% |
| 3M | -9.0% | +4.7% | -13.7% | -10.9% |
| 6M | -16.3% | +12.5% | -28.8% | -20.6% |
| YTD | -19.6% | +11.7% | -31.3% | -23.5% |
| 1Y | -31.2% | +17.5% | -48.7% | -36.0% |
| 3Y | -34.3% | +76.6% | -110.9% | -53.8% |
| All | -55.7% | +118.5% | -174.2% | -73.5% |
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 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