-14.8%
BHFAP vs VT
+148.3%
-163.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.4% |
| 30D | -8.0% | -1.7% | -6.2% | -6.9% |
| 3M | -8.8% | -2.3% | -6.5% | -7.5% |
| 6M | -18.9% | +1.5% | -20.4% | -20.1% |
| YTD | -13.2% | +12.0% | -25.3% | -20.3% |
| 1Y | -18.6% | +12.9% | -31.5% | -25.6% |
| 3Y | -22.9% | +74.9% | -97.8% | -49.8% |
| 5Y | -32.9% | +59.9% | -92.8% | -53.4% |
| All | -14.8% | +148.3% | -163.2% | -66.9% |
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