-85.3%
BHST vs VT
+77.3%
-162.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.1% | +4.9% |
| 7D | -10.2% | -4.2% | -6.1% | -7.7% |
| 30D | +0.7% | -5.8% | +6.5% | +4.8% |
| 3M | -34.1% | -5.2% | -28.8% | -31.8% |
| 6M | -64.6% | +0.1% | -64.7% | -65.0% |
| YTD | -71.3% | +8.2% | -79.5% | -73.3% |
| 1Y | -83.2% | +10.1% | -93.3% | -84.5% |
| 3Y | -64.5% | +69.7% | -134.2% | -76.6% |
| 5Y | -86.7% | +53.4% | -140.1% | -89.6% |
| All | -85.3% | +77.3% | -162.6% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling