-82.8%
BHST vs SPY
+115.5%
-198.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -3.1% |
| 7D | +19.9% | -0.9% | +20.8% | +20.5% |
| 30D | +8.0% | -2.4% | +10.4% | +9.5% |
| 3M | -15.7% | -1.2% | -14.5% | -15.4% |
| 6M | -52.6% | +3.3% | -55.9% | -54.0% |
| YTD | -66.3% | +12.3% | -78.6% | -69.3% |
| 1Y | -74.6% | +12.4% | -87.0% | -76.8% |
| 3Y | -57.6% | +78.8% | -136.4% | -72.8% |
| 5Y | -83.8% | +75.2% | -158.9% | -88.8% |
| All | -82.8% | +115.5% | -198.3% | -92.6% |
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