+63.8%
BHRB vs SPY
+77.0%
-13.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.7% |
| 7D | -1.1% | -0.8% | -0.4% | -0.5% |
| 30D | -2.4% | -1.1% | -1.4% | -1.5% |
| 3M | +8.6% | +3.9% | +4.8% | +4.7% |
| 6M | +17.1% | +13.6% | +3.4% | +3.3% |
| YTD | +17.6% | +12.7% | +5.0% | +4.5% |
| 1Y | +18.5% | +17.5% | +1.0% | +0.8% |
| 3Y | +63.8% | +76.9% | -13.1% | -10.7% |
| All | +63.8% | +77.0% | -13.2% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling