-86.2%
FHTX vs VT
+53.2%
-139.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -2.2% |
| 7D | -8.9% | -4.2% | -4.7% | -1.7% |
| 30D | -3.3% | -5.8% | +2.5% | +7.5% |
| 3M | -61.0% | -5.2% | -55.7% | -57.4% |
| 6M | -58.9% | +0.1% | -59.1% | -59.4% |
| YTD | -64.7% | +8.2% | -73.0% | -69.5% |
| 1Y | -52.4% | +10.1% | -62.5% | -60.0% |
| 3Y | -50.3% | +69.7% | -119.9% | -78.4% |
| 5Y | -86.2% | +53.4% | -139.6% | -93.3% |
| All | -86.2% | +53.2% | -139.4% | -93.3% |
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