-85.2%
BHST vs SPY
+114.0%
-199.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.4% | -7.3% | -7.4% |
| 7D | -5.3% | +2.6% | -7.9% | -6.9% |
| 30D | -13.8% | -2.0% | -11.8% | -12.8% |
| 3M | -27.3% | -2.8% | -24.5% | -26.1% |
| 6M | -62.4% | +2.1% | -64.6% | -63.2% |
| YTD | -71.0% | +11.5% | -82.5% | -73.4% |
| 1Y | -79.4% | +13.5% | -92.8% | -81.3% |
| 3Y | -63.9% | +77.7% | -141.6% | -76.7% |
| 5Y | -85.7% | +72.6% | -158.3% | -90.0% |
| All | -85.2% | +114.0% | -199.2% | -93.6% |
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 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