+15.5%
BZH vs SPY
+2,771.9%
-2,756.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | +0.2% | +0.5% | -0.4% | -0.7% |
| 30D | +0.2% | -0.9% | +1.2% | +1.5% |
| 3M | +27.9% | +3.9% | +24.0% | +20.2% |
| 6M | +49.7% | +14.5% | +35.2% | +22.2% |
| YTD | +64.0% | +12.9% | +51.1% | +36.7% |
| 1Y | +27.8% | +19.4% | +8.5% | -2.1% |
| 3Y | +18.2% | +78.5% | -60.3% | -50.2% |
| 5Y | +82.0% | +81.8% | +0.2% | -22.3% |
| 10Y | +171.4% | +311.5% | -140.1% | -63.0% |
| All | +15.5% | +2,771.9% | -2,756.4% | -95.6% |
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 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