-5.5%
BHF vs VT
+74.4%
-79.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | +4.2% | -0.1% | +4.4% | +4.3% |
| 30D | -8.5% | -3.1% | -5.5% | -5.7% |
| 3M | -26.1% | -3.5% | -22.6% | -23.4% |
| 6M | -27.7% | +0.5% | -28.1% | -28.8% |
| YTD | -31.5% | +10.8% | -42.3% | -40.7% |
| 1Y | -32.6% | +11.9% | -44.5% | -42.7% |
| 3Y | -5.5% | +73.0% | -78.4% | -58.8% |
| All | -5.5% | +74.4% | -79.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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