-88.4%
FHTX vs VT
+112.5%
-200.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -4.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.1% |
| 30D | +5.0% | -1.4% | +6.4% | +7.4% |
| 3M | -56.8% | -1.4% | -55.4% | -56.2% |
| 6M | -55.1% | +5.5% | -60.6% | -59.5% |
| YTD | -61.1% | +12.8% | -73.9% | -68.5% |
| 1Y | -40.5% | +15.4% | -55.9% | -53.6% |
| 3Y | -45.2% | +76.9% | -122.0% | -77.0% |
| 5Y | -84.5% | +60.4% | -144.9% | -92.6% |
| All | -88.4% | +112.5% | -200.9% | -96.0% |
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