-59.7%
BHM vs SPY
+118.0%
-177.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +3.4% | +2.6% | +0.8% | +2.3% |
| 30D | -6.1% | -2.0% | -4.2% | -5.4% |
| 3M | -13.9% | -2.8% | -11.1% | -13.0% |
| 6M | -28.7% | +2.1% | -30.9% | -29.5% |
| YTD | -26.9% | +11.5% | -38.4% | -30.4% |
| 1Y | -13.9% | +13.5% | -27.4% | -18.7% |
| 3Y | -38.1% | +77.7% | -115.8% | -56.9% |
| All | -59.7% | +118.0% | -177.8% | -75.9% |
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