-13.8%
BHFAP vs VT
+139.9%
-153.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +1.1% |
| 7D | -0.6% | -4.2% | +3.5% | +2.2% |
| 30D | -9.0% | -5.8% | -3.2% | -5.3% |
| 3M | -8.6% | -5.2% | -3.3% | -5.3% |
| 6M | -16.6% | +0.1% | -16.7% | -17.0% |
| YTD | -12.1% | +8.2% | -20.4% | -17.4% |
| 1Y | -10.6% | +10.1% | -20.7% | -17.0% |
| 3Y | -27.1% | +69.7% | -96.7% | -51.5% |
| 5Y | -35.4% | +53.4% | -88.8% | -53.8% |
| All | -13.8% | +139.9% | -153.7% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling