-16.0%
BHFAP vs VT
+146.1%
-162.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -3.1% | +2.4% | -5.5% | -4.7% |
| 30D | -6.4% | -1.5% | -4.9% | -5.5% |
| 3M | -9.7% | -4.1% | -5.6% | -7.2% |
| 6M | -20.0% | +0.6% | -20.6% | -20.7% |
| YTD | -14.4% | +11.0% | -25.5% | -20.9% |
| 1Y | -16.2% | +13.3% | -29.6% | -23.7% |
| 3Y | -24.6% | +73.4% | -98.0% | -50.6% |
| 5Y | -33.9% | +57.4% | -91.4% | -53.6% |
| All | -16.0% | +146.1% | -162.1% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling