-59.2%
BHR vs SPY
+74.0%
-133.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | +9.1% | +3.3% | +5.8% | +4.7% |
| 30D | +34.4% | -2.7% | +37.1% | +38.8% |
| 3M | -17.2% | -1.7% | -15.5% | -15.9% |
| 6M | -33.1% | +3.1% | -36.2% | -36.8% |
| YTD | -41.5% | +11.9% | -53.4% | -50.5% |
| 1Y | -38.3% | +12.0% | -50.3% | -48.0% |
| 3Y | -4.2% | +78.2% | -82.4% | -57.0% |
| 5Y | -59.2% | +73.2% | -132.4% | -81.0% |
| All | -59.2% | +74.0% | -133.2% | -81.0% |
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