+645.4%
BTI vs XHB
+167.3%
+478.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.3% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -7.0% | -9.1% | +2.0% | -4.6% |
| 3M | -6.3% | -2.3% | -4.0% | -6.0% |
| 6M | -2.0% | -4.1% | +2.2% | -1.4% |
| YTD | +0.2% | -1.7% | +1.9% | -0.1% |
| 1Y | +3.8% | -15.1% | +18.9% | +7.6% |
| 3Y | +112.1% | +26.8% | +85.2% | +91.2% |
| 5Y | +113.6% | +37.3% | +76.3% | +83.9% |
| 10Y | +69.6% | +205.7% | -136.1% | +11.1% |
| All | +645.4% | +167.3% | +478.2% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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