-36.1%
BHM vs VT
+74.1%
-110.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +6.0% |
| 7D | +1.0% | +0.4% | +0.7% | +0.9% |
| 30D | -5.7% | -2.6% | -3.1% | -5.4% |
| 3M | -7.7% | -3.2% | -4.4% | -7.3% |
| 6M | -27.3% | +0.9% | -28.3% | -27.5% |
| YTD | -24.7% | +11.3% | -36.0% | -26.2% |
| 1Y | -14.4% | +14.0% | -28.4% | -16.5% |
| 3Y | -36.1% | +75.8% | -112.0% | -42.3% |
| All | -36.1% | +74.1% | -110.3% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling