-84.2%
BHR vs SPY
+439.9%
-524.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.7% |
| 7D | -6.4% | +0.1% | -6.5% | -6.6% |
| 30D | -7.3% | +0.1% | -7.4% | -7.5% |
| 3M | -23.4% | +2.0% | -25.4% | -26.4% |
| 6M | -34.0% | +13.0% | -47.0% | -45.2% |
| YTD | -33.8% | +13.5% | -47.3% | -45.4% |
| 1Y | -33.0% | +20.0% | -53.0% | -49.1% |
| 3Y | -16.6% | +77.2% | -93.8% | -63.3% |
| 5Y | -52.7% | +81.9% | -134.6% | -79.6% |
| 10Y | -80.6% | +314.1% | -394.7% | -96.5% |
| All | -84.2% | +439.9% | -524.1% | -97.8% |
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