+6.7%
HCA vs BTI
+3.5%
+3.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | +3.0% | -1.1% | +4.1% | +3.2% |
| 3M | +13.0% | -8.8% | +21.8% | +15.3% |
| 6M | -20.3% | -4.0% | -16.3% | -18.8% |
| YTD | -8.2% | +0.4% | -8.6% | -6.5% |
| 1Y | +6.7% | +1.9% | +4.8% | +6.5% |
| All | +6.7% | +3.5% | +3.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling