+8.2%
BCHT vs SPY
+77.4%
-69.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -13.8% | +0.1% | -13.8% | -13.8% |
| 3M | -44.1% | +2.0% | -46.1% | -44.9% |
| 6M | -47.8% | +13.0% | -60.8% | -52.0% |
| YTD | -68.3% | +13.5% | -81.8% | -70.8% |
| 1Y | -67.4% | +20.0% | -87.4% | -70.8% |
| All | +8.2% | +77.4% | -69.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling