-80.4%
BHR vs SPY
+318.9%
-399.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.9% |
| 7D | -0.5% | -2.0% | +1.4% | +2.4% |
| 30D | -8.0% | -1.7% | -6.3% | -5.7% |
| 3M | -27.2% | +4.7% | -31.9% | -32.8% |
| 6M | -26.9% | +12.5% | -39.4% | -39.5% |
| YTD | -35.5% | +11.7% | -47.3% | -46.2% |
| 1Y | -34.1% | +17.5% | -51.6% | -49.2% |
| 3Y | -15.1% | +76.6% | -91.6% | -64.6% |
| 5Y | -53.6% | +82.0% | -135.6% | -81.3% |
| All | -80.4% | +318.9% | -399.3% | -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