+151.9%
BTI vs BAH
+7.1%
+144.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -3.2% | -3.2% | 0.0% | -3.0% |
| 30D | +9.7% | +19.5% | -9.9% | +8.2% |
| 3M | +11.1% | +11.1% | 0.0% | +10.1% |
| 6M | -1.2% | +16.3% | -17.5% | -2.6% |
| YTD | +12.7% | +4.8% | +7.9% | +11.5% |
| 1Y | +15.8% | +4.9% | +10.9% | +14.6% |
| 3Y | +148.9% | -27.0% | +175.9% | +147.3% |
| 5Y | +151.9% | +5.7% | +146.2% | +146.0% |
| All | +151.9% | +7.1% | +144.9% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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