-82.1%
BHST vs VT
+66.2%
-148.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | -19.5% | +1.0% | -20.4% | -20.0% |
| 3M | -44.0% | +2.4% | -46.4% | -45.0% |
| 6M | -57.8% | +12.0% | -69.8% | -61.1% |
| YTD | -64.9% | +15.3% | -80.3% | -68.4% |
| 1Y | -76.1% | +22.6% | -98.7% | -79.2% |
| 3Y | -60.0% | +74.7% | -134.7% | -72.3% |
| All | -82.1% | +66.2% | -148.3% | -86.1% |
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