-83.9%
BHST vs SPY
+114.8%
-198.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.6% |
| 7D | +9.4% | +3.3% | +6.1% | +7.1% |
| 30D | -10.4% | -2.7% | -7.8% | -9.0% |
| 3M | -24.2% | -1.7% | -22.4% | -23.6% |
| 6M | -57.6% | +3.1% | -60.6% | -58.7% |
| YTD | -68.6% | +11.9% | -80.5% | -71.3% |
| 1Y | -79.4% | +12.0% | -91.4% | -81.1% |
| 3Y | -60.5% | +78.2% | -138.7% | -74.6% |
| 5Y | -84.5% | +73.2% | -157.7% | -89.2% |
| All | -83.9% | +114.8% | -198.7% | -93.1% |
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