+114.5%
BTI vs HDB
-38.7%
+153.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -2.4% | -4.9% | +2.4% | -1.6% |
| 30D | -4.8% | -5.8% | +1.1% | -3.8% |
| 3M | -8.1% | -5.2% | -2.9% | -7.5% |
| 6M | -4.2% | -25.7% | +21.5% | +0.5% |
| YTD | -1.3% | -39.6% | +38.3% | +7.3% |
| 1Y | +2.1% | -36.9% | +39.0% | +10.1% |
| 3Y | +108.9% | -29.7% | +138.6% | +119.5% |
| 5Y | +114.5% | -37.8% | +152.2% | +122.0% |
| All | +114.5% | -38.7% | +153.2% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling