-53.5%
BHR vs SPY
+81.0%
-134.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -3.1% | -0.4% | -2.8% | -2.7% |
| 30D | -8.9% | -1.4% | -7.5% | -7.3% |
| 3M | -25.7% | +3.7% | -29.4% | -29.9% |
| 6M | -28.0% | +13.0% | -41.0% | -39.5% |
| YTD | -35.5% | +12.4% | -47.9% | -45.5% |
| 1Y | -34.1% | +18.5% | -52.7% | -48.3% |
| 3Y | -15.1% | +77.6% | -92.7% | -61.1% |
| 5Y | -53.5% | +81.7% | -135.2% | -79.4% |
| All | -53.5% | +81.0% | -134.5% | -79.4% |
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