-39.1%
BHF vs VT
+166.9%
-206.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.3% |
| 7D | -3.0% | -2.3% | -0.7% | +0.7% |
| 30D | -14.2% | -5.0% | -9.3% | -6.9% |
| 3M | -31.5% | -4.9% | -26.6% | -25.9% |
| 6M | -31.9% | -1.5% | -30.4% | -31.6% |
| YTD | -34.2% | +8.5% | -42.7% | -45.3% |
| 1Y | -35.2% | +11.4% | -46.5% | -48.8% |
| 3Y | -11.4% | +70.1% | -81.5% | -68.0% |
| 5Y | -21.1% | +53.7% | -74.8% | -64.3% |
| All | -39.1% | +166.9% | -206.0% | -88.1% |
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