+118.3%
BTI vs HRB
+114.1%
+4.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.2% | -8.0% | +7.8% | +0.5% |
| 30D | -1.1% | -16.0% | +14.9% | +0.3% |
| 3M | -8.8% | +26.9% | -35.6% | -10.8% |
| 6M | -4.0% | +51.1% | -55.1% | -7.8% |
| YTD | +0.4% | +7.1% | -6.7% | +0.7% |
| 1Y | +1.9% | -9.6% | +11.5% | +4.7% |
| 3Y | +108.5% | +25.4% | +83.1% | +100.7% |
| All | +118.3% | +114.1% | +4.2% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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