-82.8%
BHST vs VT
+82.3%
-165.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.6% | +7.5% | +8.2% |
| 7D | +11.5% | +0.4% | +11.1% | +11.0% |
| 30D | +5.4% | -2.6% | +8.0% | +7.2% |
| 3M | -31.6% | -3.2% | -28.4% | -30.2% |
| 6M | -55.9% | +0.9% | -56.9% | -56.6% |
| YTD | -66.3% | +11.3% | -77.6% | -69.3% |
| 1Y | -75.5% | +14.0% | -89.5% | -78.0% |
| 3Y | -57.6% | +75.8% | -133.5% | -72.7% |
| 5Y | -84.4% | +57.8% | -142.2% | -88.0% |
| All | -82.8% | +82.3% | -165.1% | -90.2% |
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