-23.1%
HD vs BTI
+2.0%
-25.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.8% | -2.4% | +0.6% | -1.2% |
| 30D | -10.8% | -4.8% | -6.1% | -9.7% |
| 3M | -2.7% | -8.1% | +5.4% | -0.4% |
| 6M | -10.3% | -4.2% | -6.1% | -9.7% |
| YTD | -7.8% | -1.3% | -6.5% | -9.0% |
| 1Y | -23.1% | +2.1% | -25.3% | -24.5% |
| All | -23.1% | +2.0% | -25.1% | -24.5% |
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