+71.4%
BTI vs HBM
+619.2%
-547.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.2% | -3.3% | +3.1% | 0.0% |
| 30D | -1.1% | -4.8% | +3.7% | -0.9% |
| 3M | -8.8% | -0.4% | -8.3% | -9.2% |
| 6M | -4.0% | +17.9% | -21.8% | -6.3% |
| YTD | +0.4% | +33.7% | -33.4% | -3.5% |
| 1Y | +1.9% | +95.6% | -93.7% | -5.4% |
| 3Y | +108.5% | +458.1% | -349.6% | +71.7% |
| 5Y | +118.5% | +329.0% | -210.5% | +79.6% |
| All | +71.4% | +619.2% | -547.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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