-92.2%
BCHT vs SPY
+615.5%
-707.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 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% | -44.7% |
| 6M | -47.8% | +13.0% | -60.8% | -51.0% |
| YTD | -68.3% | +13.5% | -81.8% | -70.3% |
| 1Y | -67.4% | +20.0% | -87.4% | -70.2% |
| 3Y | -4.8% | +77.2% | -82.0% | -29.3% |
| 5Y | -68.3% | +81.9% | -150.1% | -76.9% |
| 10Y | -81.1% | +314.1% | -395.2% | -91.1% |
| All | -92.2% | +615.5% | -707.7% | -97.9% |
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