+1,481.5%
BOH vs SPY
+3,091.8%
-1,610.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -2.2% | +0.1% | -2.2% | -2.3% |
| 3M | +2.0% | +2.0% | 0.0% | -0.2% |
| 6M | +0.4% | +13.0% | -12.6% | -10.4% |
| YTD | +16.0% | +13.5% | +2.5% | +3.2% |
| 1Y | +16.4% | +20.0% | -3.6% | -1.5% |
| 3Y | +60.0% | +77.2% | -17.2% | -4.6% |
| 5Y | +17.4% | +81.9% | -64.5% | -31.9% |
| 10Y | +53.5% | +314.1% | -260.6% | -56.0% |
| All | +1,481.5% | +3,091.8% | -1,610.2% | +24.8% |
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