-33.1%
BHFAP vs VT
+57.5%
-90.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -8.8% | -3.1% | -5.7% | -7.6% |
| 3M | -8.7% | -3.5% | -5.2% | -7.4% |
| 6M | -18.5% | +0.5% | -18.9% | -18.8% |
| YTD | -12.7% | +10.8% | -23.5% | -16.7% |
| 1Y | -18.6% | +11.9% | -30.5% | -22.6% |
| 3Y | -22.4% | +73.0% | -95.4% | -40.1% |
| 5Y | -33.1% | +58.6% | -91.7% | -49.3% |
| All | -33.1% | +57.5% | -90.6% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling