-19.1%
BNH vs SPY
+138.2%
-157.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -2.7% | +2.6% | -5.3% | -3.6% |
| 30D | -3.2% | -2.0% | -1.2% | -2.5% |
| 3M | -7.0% | -2.8% | -4.2% | -6.1% |
| 6M | -8.8% | +2.1% | -10.9% | -9.6% |
| YTD | -9.9% | +11.5% | -21.4% | -13.5% |
| 1Y | -9.5% | +13.5% | -22.9% | -13.7% |
| 3Y | +14.3% | +77.7% | -63.4% | -9.9% |
| 5Y | -23.1% | +72.6% | -95.8% | -40.2% |
| All | -19.1% | +138.2% | -157.4% | -41.3% |
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 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