-14.6%
BNH vs SPY
+140.8%
-155.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.2% | -0.8% | -1.5% | -2.0% |
| 30D | -1.7% | -1.1% | -0.6% | -1.3% |
| 3M | -2.1% | +3.9% | -6.0% | -3.5% |
| 6M | +0.2% | +13.6% | -13.4% | -4.4% |
| YTD | -4.8% | +12.7% | -17.5% | -8.9% |
| 1Y | -4.9% | +17.5% | -22.4% | -10.4% |
| 3Y | +12.3% | +76.9% | -64.6% | -11.2% |
| 5Y | -19.1% | +83.6% | -102.7% | -38.0% |
| All | -14.6% | +140.8% | -155.4% | -38.3% |
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