+71.4%
BTI vs HIG
+313.7%
-242.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.2% | -1.5% | +1.3% | +0.2% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | -8.8% | +6.7% | -15.4% | -10.3% |
| 6M | -4.0% | +2.0% | -5.9% | -4.5% |
| YTD | +0.4% | +0.3% | +0.1% | +0.1% |
| 1Y | +1.9% | +4.2% | -2.3% | +0.6% |
| 3Y | +108.5% | +102.2% | +6.3% | +72.4% |
| 5Y | +118.5% | +118.5% | 0.0% | +76.0% |
| All | +71.4% | +313.7% | -242.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling