+117.0%
BTI vs CHD
+19.7%
+97.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -2.0% | -4.7% | +2.7% | -0.8% |
| 30D | -3.4% | -8.3% | +4.9% | -1.3% |
| 3M | -9.0% | -4.0% | -5.0% | -8.1% |
| 6M | -5.0% | -6.5% | +1.5% | -3.6% |
| YTD | -0.3% | +13.1% | -13.4% | -3.0% |
| 1Y | +3.1% | +2.3% | +0.8% | +2.5% |
| 3Y | +111.0% | +1.8% | +109.2% | +109.1% |
| 5Y | +117.0% | +20.6% | +96.5% | +99.6% |
| All | +117.0% | +19.7% | +97.4% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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