+179.8%
BHRB vs SPY
+1,025.7%
-845.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +1.4% | +0.5% | +0.8% | +1.3% |
| 30D | -1.7% | -0.9% | -0.8% | -1.7% |
| 3M | +10.6% | +3.9% | +6.7% | +10.2% |
| 6M | +14.7% | +14.5% | +0.2% | +13.6% |
| YTD | +17.8% | +12.9% | +4.8% | +16.7% |
| 1Y | +17.7% | +19.4% | -1.7% | +16.2% |
| 3Y | +64.6% | +78.5% | -13.9% | +60.6% |
| 5Y | +59.4% | +81.8% | -22.3% | +55.5% |
| 10Y | +115.3% | +311.5% | -196.3% | +115.1% |
| All | +179.8% | +1,025.7% | -845.8% | +199.0% |
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 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