+71.4%
BTI vs BHP
+496.8%
-425.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.2% | -3.6% | +3.4% | +0.6% |
| 30D | -1.1% | -1.2% | +0.1% | -1.0% |
| 3M | -8.8% | +1.2% | -10.0% | -9.6% |
| 6M | -4.0% | +21.4% | -25.4% | -9.5% |
| YTD | +0.4% | +50.4% | -50.1% | -10.8% |
| 1Y | +1.9% | +67.5% | -65.6% | -12.1% |
| 3Y | +108.5% | +72.8% | +35.7% | +75.0% |
| 5Y | +118.5% | +112.6% | +5.9% | +67.6% |
| All | +71.4% | +496.8% | -425.4% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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