+247.2%
HD vs BTI
+125.1%
+122.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +5.2% | -0.1% | +5.3% | +5.3% |
| 30D | +20.7% | +9.6% | +11.1% | +17.5% |
| 3M | +0.8% | +8.3% | -7.5% | -1.6% |
| 6M | +12.2% | +7.5% | +4.7% | +9.4% |
| YTD | +4.2% | +12.3% | -8.0% | +0.1% |
| 1Y | -2.6% | +16.2% | -18.8% | -7.5% |
| 3Y | +30.0% | +148.0% | -118.0% | -4.5% |
| 5Y | +8.1% | +153.2% | -145.2% | -22.5% |
| 10Y | +247.2% | +128.2% | +118.9% | +147.3% |
| All | +247.2% | +125.1% | +122.1% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling