+1,729.1%
HCA vs BTI
+240.5%
+1,488.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +2.9% | -2.0% | +4.9% | +3.7% |
| 30D | +2.4% | -3.4% | +5.8% | +3.6% |
| 3M | +13.0% | -9.0% | +22.0% | +16.9% |
| 6M | -21.4% | -5.0% | -16.4% | -20.3% |
| YTD | -9.5% | -0.3% | -9.1% | -10.1% |
| 1Y | +7.5% | +3.1% | +4.4% | +5.1% |
| 3Y | +57.6% | +111.0% | -53.4% | +14.2% |
| 5Y | +71.1% | +117.0% | -45.9% | +21.3% |
| 10Y | +498.8% | +73.9% | +424.9% | +337.1% |
| All | +1,729.1% | +240.5% | +1,488.6% | +791.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling