+12.4%
BNH vs SPY
+76.5%
-64.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.7% | -0.4% | -0.4% | -0.6% |
| 30D | -1.8% | -1.4% | -0.4% | -1.4% |
| 3M | -2.8% | +3.7% | -6.6% | -3.8% |
| 6M | -1.2% | +13.0% | -14.2% | -4.4% |
| YTD | -4.7% | +12.4% | -17.1% | -7.6% |
| 1Y | -4.2% | +18.5% | -22.7% | -8.5% |
| All | +12.4% | +76.5% | -64.1% | -16.3% |
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 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