-84.3%
BHST vs VT
+77.7%
-162.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.5% |
| 7D | -4.2% | -2.3% | -1.9% | -2.9% |
| 30D | +6.7% | -5.0% | +11.7% | +10.3% |
| 3M | -36.7% | -4.9% | -31.8% | -34.6% |
| 6M | -62.1% | -1.5% | -60.6% | -62.1% |
| YTD | -69.4% | +8.5% | -77.8% | -71.6% |
| 1Y | -79.7% | +11.4% | -91.1% | -81.5% |
| 3Y | -63.7% | +70.1% | -133.7% | -76.0% |
| 5Y | -85.8% | +53.7% | -139.6% | -89.0% |
| All | -84.3% | +77.7% | -162.0% | -90.9% |
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