+72.2%
BTI vs HAS
+54.3%
+18.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -2.4% | -4.8% | +2.4% | -1.7% |
| 30D | -4.8% | -5.1% | +0.4% | -4.0% |
| 3M | -8.1% | +6.4% | -14.5% | -9.1% |
| 6M | -4.2% | -5.6% | +1.5% | -3.6% |
| YTD | -1.3% | +11.0% | -12.3% | -3.4% |
| 1Y | +2.1% | +16.8% | -14.7% | -1.0% |
| 3Y | +108.9% | +44.0% | +64.9% | +92.1% |
| 5Y | +114.5% | +11.0% | +103.5% | +104.8% |
| 10Y | +72.2% | +56.0% | +16.2% | +52.4% |
| All | +72.2% | +54.3% | +18.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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