+487.4%
BTI vs HBM
+654.4%
-167.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.1% | -0.9% |
| 7D | -1.4% | +7.4% | -8.7% | -2.0% |
| 30D | -7.0% | +5.1% | -12.1% | -7.6% |
| 3M | -6.3% | +11.1% | -17.4% | -7.7% |
| 6M | -2.0% | +30.2% | -32.2% | -5.4% |
| YTD | +0.2% | +46.2% | -46.0% | -4.7% |
| 1Y | +3.8% | +120.0% | -116.3% | -5.3% |
| 3Y | +112.1% | +527.4% | -415.3% | +70.8% |
| 5Y | +113.6% | +400.4% | -286.8% | +71.0% |
| 10Y | +69.6% | +621.5% | -551.9% | +18.3% |
| All | +487.4% | +654.4% | -167.0% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling