+3,447.1%
BTI vs HIG
+980.5%
+2,466.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -1.4% | -1.1% | -0.3% | -1.2% |
| 30D | -7.0% | -4.9% | -2.1% | -6.4% |
| 3M | -6.3% | +6.8% | -13.1% | -7.1% |
| 6M | -2.0% | -1.7% | -0.3% | -1.8% |
| YTD | +0.2% | -0.2% | +0.4% | +0.2% |
| 1Y | +3.8% | +5.7% | -1.9% | +3.0% |
| 3Y | +112.1% | +100.3% | +11.8% | +93.8% |
| 5Y | +113.6% | +118.5% | -4.9% | +92.6% |
| 10Y | +69.6% | +309.7% | -240.1% | +38.9% |
| All | +3,447.1% | +980.5% | +2,466.6% | +1,760.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling