+118.3%
BTI vs BHP
+110.7%
+7.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.2% | -3.6% | +3.4% | +0.3% |
| 30D | -1.1% | -1.2% | +0.1% | -1.0% |
| 3M | -8.8% | +1.2% | -10.0% | -9.3% |
| 6M | -4.0% | +21.4% | -25.4% | -8.1% |
| YTD | +0.4% | +50.4% | -50.1% | -7.8% |
| 1Y | +1.9% | +67.5% | -65.6% | -8.4% |
| 3Y | +108.5% | +72.8% | +35.7% | +83.5% |
| All | +118.3% | +110.7% | +7.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling