-82.3%
BHST vs SPY
+115.7%
-198.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -5.3% | -0.4% | -4.9% | -5.1% |
| 30D | -14.3% | -1.4% | -12.9% | -13.6% |
| 3M | -40.4% | +3.7% | -44.1% | -42.1% |
| 6M | -57.2% | +13.0% | -70.2% | -61.1% |
| YTD | -65.3% | +12.4% | -77.7% | -68.3% |
| 1Y | -75.3% | +18.5% | -93.8% | -78.1% |
| 3Y | -61.3% | +77.6% | -139.0% | -74.9% |
| 5Y | -82.9% | +81.7% | -164.6% | -88.9% |
| All | -82.3% | +115.7% | -198.0% | -92.4% |
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