+17.0%
BOH vs SPY
+308.5%
-291.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -0.6% | +3.3% | -3.9% | -3.7% |
| 30D | +4.9% | -2.7% | +7.6% | +7.4% |
| 3M | -11.7% | -1.7% | -9.9% | -10.5% |
| 6M | -8.7% | +3.1% | -11.7% | -12.0% |
| YTD | +4.5% | +11.9% | -7.4% | -7.2% |
| 1Y | +8.9% | +12.0% | -3.1% | -3.4% |
| 3Y | +52.6% | +78.2% | -25.6% | -15.3% |
| 5Y | -1.2% | +73.2% | -74.5% | -43.7% |
| All | +17.0% | +308.5% | -291.5% | -75.0% |
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 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