-62.4%
BHM vs VT
+105.0%
-167.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -0.9% |
| 7D | -9.1% | -4.2% | -5.0% | -7.6% |
| 30D | -14.2% | -5.8% | -8.4% | -12.1% |
| 3M | -15.2% | -5.2% | -10.0% | -13.4% |
| 6M | -34.5% | +0.1% | -34.6% | -34.7% |
| YTD | -31.7% | +8.2% | -40.0% | -34.6% |
| 1Y | -20.8% | +10.1% | -30.9% | -24.7% |
| 3Y | -43.7% | +69.7% | -113.3% | -60.7% |
| All | -62.4% | +105.0% | -167.4% | -77.2% |
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 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