+2,566.8%
BTI vs HDB
+3,812.1%
-1,245.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -6.6% | -2.8% | -3.8% | -6.1% |
| 3M | -3.0% | -3.5% | +0.5% | -2.6% |
| 6M | -6.7% | -24.7% | +18.0% | -1.6% |
| YTD | +0.6% | -36.6% | +37.1% | +9.7% |
| 1Y | +5.6% | -34.4% | +40.0% | +14.3% |
| 3Y | +110.3% | -24.4% | +134.7% | +118.5% |
| 5Y | +114.3% | -35.4% | +149.6% | +126.7% |
| 10Y | +67.7% | +39.5% | +28.1% | +46.8% |
| All | +2,566.8% | +3,812.1% | -1,245.3% | +1,541.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling