-88.2%
FHTX vs VT
+109.0%
-197.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | +3.9% | -1.6% | +5.5% | +6.7% |
| 30D | +5.4% | -2.5% | +7.9% | +10.0% |
| 3M | -53.8% | -1.3% | -52.5% | -53.1% |
| 6M | -55.3% | +3.1% | -58.3% | -58.0% |
| YTD | -60.6% | +10.9% | -71.5% | -67.1% |
| 1Y | -49.4% | +12.1% | -61.5% | -58.3% |
| 3Y | -44.4% | +73.9% | -118.3% | -76.0% |
| 5Y | -84.2% | +58.0% | -142.2% | -92.2% |
| All | -88.2% | +109.0% | -197.2% | -95.8% |
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