-41.3%
BHF vs VT
+166.2%
-207.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +3.7% |
| 7D | -4.4% | -4.2% | -0.2% | +2.4% |
| 30D | -17.8% | -5.8% | -12.0% | -9.5% |
| 3M | -33.6% | -5.2% | -28.3% | -27.6% |
| 6M | -34.5% | +0.1% | -34.6% | -36.1% |
| YTD | -36.6% | +8.2% | -44.8% | -47.0% |
| 1Y | -20.7% | +10.1% | -30.8% | -36.3% |
| 3Y | -15.5% | +69.7% | -85.2% | -69.3% |
| 5Y | -23.8% | +53.4% | -77.2% | -65.4% |
| All | -41.3% | +166.2% | -207.5% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling