-13.4%
BHFAP vs VT
+146.7%
-160.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.4% |
| 30D | -7.7% | -2.6% | -5.1% | -6.1% |
| 3M | -8.0% | -3.2% | -4.8% | -6.1% |
| 6M | -17.5% | +0.9% | -18.5% | -18.4% |
| YTD | -11.7% | +11.3% | -23.0% | -18.6% |
| 1Y | -18.7% | +14.0% | -32.7% | -26.3% |
| 3Y | -21.7% | +75.8% | -97.5% | -49.2% |
| 5Y | -34.1% | +57.8% | -91.9% | -53.7% |
| All | -13.4% | +146.7% | -160.1% | -66.1% |
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