+56.8%
BTI vs USHY
+50.4%
+6.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -4.8% | 0.0% | -4.7% | -4.7% |
| 3M | -8.1% | +0.8% | -9.0% | -8.9% |
| 6M | -4.2% | +1.9% | -6.1% | -6.1% |
| YTD | -1.3% | +2.3% | -3.5% | -3.6% |
| 1Y | +2.1% | +4.1% | -2.0% | -2.2% |
| 3Y | +108.9% | +27.8% | +81.1% | +59.4% |
| 5Y | +114.5% | +21.5% | +93.0% | +75.5% |
| All | +56.8% | +50.4% | +6.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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