-93.2%
BCHT vs SPY
+582.6%
-675.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -3.9% |
| 7D | -14.9% | -4.7% | -10.2% | -12.5% |
| 30D | -30.9% | -5.9% | -25.0% | -28.4% |
| 3M | -25.4% | -4.5% | -20.8% | -23.4% |
| 6M | -36.8% | +1.8% | -38.6% | -37.2% |
| YTD | -72.5% | +8.3% | -80.9% | -73.6% |
| 1Y | -71.8% | +9.3% | -81.1% | -72.9% |
| 3Y | -51.0% | +74.9% | -125.8% | -63.1% |
| 5Y | -76.3% | +67.3% | -143.6% | -81.9% |
| 10Y | -87.6% | +311.6% | -399.2% | -94.1% |
| All | -93.2% | +582.6% | -675.9% | -98.2% |
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 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