-17.6%
BHFAP vs VT
+13.0%
-30.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.0% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -7.7% | -2.6% | -5.1% | -6.9% |
| 3M | -8.0% | -3.2% | -4.8% | -7.1% |
| 6M | -17.5% | +0.9% | -18.5% | -17.9% |
| YTD | -11.7% | +11.3% | -23.0% | -16.2% |
| All | -17.6% | +13.0% | -30.6% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling