+2,929.5%
BTI vs HDB
+4,259.4%
-1,329.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +1.6% | +2.7% | -1.1% | +1.1% |
| 30D | +9.2% | +14.1% | -4.9% | +6.3% |
| 3M | +9.6% | +11.8% | -2.2% | +6.9% |
| 6M | -2.4% | +8.2% | -10.6% | -4.5% |
| YTD | +14.2% | -29.3% | +43.5% | +21.6% |
| 1Y | +20.3% | -28.8% | +49.1% | +27.9% |
| 3Y | +147.4% | -7.5% | +154.9% | +146.3% |
| 5Y | +155.4% | -23.1% | +178.5% | +160.3% |
| 10Y | +127.3% | +63.7% | +63.6% | +92.4% |
| All | +2,929.5% | +4,259.4% | -1,329.9% | +1,719.8% |
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