-63.9%
BHST vs VT
+74.0%
-137.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.3% | -7.4% | -7.5% |
| 7D | -5.3% | +2.4% | -7.7% | -6.6% |
| 30D | -13.8% | -1.5% | -12.3% | -13.2% |
| 3M | -27.3% | -4.1% | -23.2% | -25.6% |
| 6M | -62.4% | +0.6% | -63.0% | -62.8% |
| YTD | -71.0% | +11.0% | -82.0% | -73.4% |
| 1Y | -79.4% | +13.3% | -92.7% | -81.3% |
| 3Y | -63.9% | +73.4% | -137.3% | -70.9% |
| All | -63.9% | +74.0% | -137.9% | -70.9% |
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 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