-87.1%
BCHT vs SPY
+311.8%
-398.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | 0.0% | -0.9% | +0.9% | +0.6% |
| 30D | -21.4% | -2.4% | -19.1% | -20.3% |
| 3M | -19.7% | -1.2% | -18.6% | -19.2% |
| 6M | -17.9% | +3.3% | -21.2% | -19.0% |
| YTD | -70.7% | +12.3% | -83.0% | -72.3% |
| 1Y | -68.1% | +12.4% | -80.6% | -69.8% |
| 3Y | -69.9% | +78.8% | -148.7% | -77.3% |
| 5Y | -74.1% | +75.2% | -149.3% | -80.5% |
| 10Y | -87.1% | +311.1% | -398.2% | -91.2% |
| All | -87.1% | +311.8% | -398.8% | -91.2% |
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