-55.2%
BHM vs SPY
+119.8%
-175.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | -1.1% | -1.4% | +0.3% | -0.5% |
| 3M | -14.1% | +3.7% | -17.8% | -15.6% |
| 6M | -16.3% | +13.0% | -29.3% | -20.8% |
| YTD | -18.6% | +12.4% | -31.0% | -22.8% |
| 1Y | -31.5% | +18.5% | -50.0% | -36.5% |
| 3Y | -33.5% | +77.6% | -111.2% | -53.4% |
| All | -55.2% | +119.8% | -175.0% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling