-72.9%
BCHT vs SPY
+67.4%
-140.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.3% | +11.4% |
| 7D | +1.8% | -2.7% | +4.5% | +3.8% |
| 30D | -20.7% | -5.4% | -15.3% | -17.5% |
| 3M | -17.3% | -4.1% | -13.2% | -14.8% |
| 6M | -23.8% | +0.7% | -24.5% | -23.8% |
| YTD | -69.3% | +8.7% | -78.0% | -70.7% |
| 1Y | -67.1% | +10.9% | -78.0% | -68.9% |
| 3Y | -54.0% | +75.0% | -129.0% | -66.9% |
| All | -72.9% | +67.4% | -140.3% | -80.3% |
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