+3.1%
BTI vs HDB
-37.9%
+41.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -2.0% | -6.2% | +4.2% | -0.9% |
| 30D | -3.4% | -6.2% | +2.8% | -2.4% |
| 3M | -9.0% | -5.9% | -3.1% | -8.5% |
| 6M | -5.0% | -25.9% | +20.9% | +1.6% |
| YTD | -0.3% | -40.2% | +39.9% | +12.2% |
| 1Y | +3.1% | -38.0% | +41.1% | +14.5% |
| All | +3.1% | -37.9% | +41.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling