-53.2%
BHM vs SPY
+122.1%
-175.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +5.5% | +0.1% | +5.4% | +5.5% |
| 3M | -11.4% | +2.0% | -13.4% | -12.2% |
| 6M | -20.9% | +13.0% | -33.9% | -25.1% |
| YTD | -15.1% | +13.5% | -28.6% | -19.8% |
| 1Y | -28.2% | +20.0% | -48.2% | -33.8% |
| 3Y | -25.9% | +77.2% | -103.1% | -47.7% |
| All | -53.2% | +122.1% | -175.3% | -72.2% |
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