+6,002.7%
BTI vs BHP
+8,048.4%
-2,045.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -1.4% | +1.3% | -2.6% | -1.6% |
| 30D | -7.0% | +4.0% | -11.0% | -7.9% |
| 3M | -6.3% | +12.3% | -18.6% | -9.0% |
| 6M | -2.0% | +30.8% | -32.8% | -8.0% |
| YTD | +0.2% | +58.8% | -58.6% | -9.8% |
| 1Y | +3.8% | +76.8% | -73.1% | -8.9% |
| 3Y | +112.1% | +87.5% | +24.6% | +81.5% |
| 5Y | +113.6% | +123.9% | -10.3% | +73.0% |
| 10Y | +69.6% | +504.4% | -434.8% | +9.4% |
| All | +6,002.7% | +8,048.4% | -2,045.7% | +2,301.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling