-58.0%
BHST vs SPY
+79.4%
-137.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -3.0% |
| 7D | +19.9% | -0.9% | +20.8% | +20.3% |
| 30D | +8.0% | -2.4% | +10.4% | +9.2% |
| 3M | -15.7% | -1.2% | -14.5% | -15.4% |
| 6M | -52.6% | +3.3% | -55.9% | -53.8% |
| YTD | -66.3% | +12.3% | -78.6% | -68.9% |
| 1Y | -74.6% | +12.4% | -87.0% | -76.5% |
| All | -58.0% | +79.4% | -137.4% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling