+83.8%
BZH vs SPY
+79.8%
+4.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.9% |
| 7D | +0.2% | -2.0% | +2.1% | +3.1% |
| 30D | +0.2% | -1.7% | +1.9% | +2.6% |
| 3M | +25.9% | +4.7% | +21.2% | +17.0% |
| 6M | +52.9% | +12.5% | +40.4% | +28.6% |
| YTD | +64.0% | +11.7% | +52.3% | +39.2% |
| 1Y | +30.4% | +17.5% | +12.9% | +2.7% |
| 3Y | +18.2% | +76.6% | -58.4% | -50.2% |
| 5Y | +83.8% | +82.0% | +1.8% | -24.6% |
| All | +83.8% | +79.8% | +4.0% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling