-79.2%
BHR vs SPY
+307.0%
-386.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.5% |
| 7D | +10.9% | +2.6% | +8.3% | +6.8% |
| 30D | +32.1% | -2.0% | +34.0% | +35.7% |
| 3M | -14.4% | -2.8% | -11.6% | -11.4% |
| 6M | -31.6% | +2.1% | -33.8% | -35.1% |
| YTD | -39.7% | +11.5% | -51.2% | -49.9% |
| 1Y | -35.0% | +13.5% | -48.5% | -47.5% |
| 3Y | +4.6% | +77.7% | -73.1% | -57.4% |
| 5Y | -58.0% | +72.6% | -130.6% | -81.8% |
| All | -79.2% | +307.0% | -386.2% | -96.9% |
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 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