-58.7%
BHM vs VT
+111.0%
-169.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +9.9% | +2.9% | +7.0% | +8.7% |
| 30D | -3.6% | -2.5% | -1.1% | -2.7% |
| 3M | -10.0% | -3.3% | -6.7% | -8.8% |
| 6M | -30.0% | +1.5% | -31.6% | -30.6% |
| YTD | -25.0% | +11.4% | -36.3% | -28.9% |
| 1Y | -14.6% | +11.9% | -26.5% | -19.2% |
| 3Y | -35.1% | +73.9% | -109.0% | -55.1% |
| All | -58.7% | +111.0% | -169.6% | -75.2% |
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