If you're logged in, click 'account,' then 'hand history,' then 'game transactions.'
You can then download your hand histories by session, or as I do, you can 'download all.' There is a box that asks how far back to go, but it's been my experience (as brief as it is) that after a week, downloading is no longer available.
So, this means you must remember at least every 7 days to download, and I don't think it can be done automatically.
From that point, it's my understanding that there are several hand history converter tools available that work with Bovada, but I know nothing about those, other than what is easily searched for and found here.
I'm using a relatively new, relatively limited site called pokeit.co to convert hand histories and see some basic stats. It ain't PT or HEM, from what I gather, but it's free. I like free.
Hope this helps.