+48.0%
BKHY vs SPY
+196.9%
-149.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -0.8% | -1.1% | +0.3% | -0.5% |
| 3M | 0.0% | +3.9% | -3.9% | -1.2% |
| 6M | +1.9% | +13.6% | -11.7% | -2.0% |
| YTD | +1.9% | +12.7% | -10.8% | -1.8% |
| 1Y | +3.4% | +17.5% | -14.1% | -1.7% |
| 3Y | +26.5% | +76.9% | -50.4% | +4.8% |
| 5Y | +20.4% | +83.6% | -63.2% | -2.7% |
| All | +48.0% | +196.9% | -149.0% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling