+8.2%
HD vs BTI
+151.5%
-143.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.2% |
| 7D | +3.6% | -2.9% | +6.5% | +4.3% |
| 30D | +21.6% | +8.3% | +13.3% | +19.5% |
| 3M | +0.1% | +2.9% | -2.8% | -0.5% |
| 6M | +13.0% | +6.2% | +6.8% | +11.3% |
| YTD | +4.9% | +10.9% | -6.0% | +2.3% |
| 1Y | -2.1% | +16.6% | -18.6% | -5.5% |
| 3Y | +32.6% | +142.2% | -109.6% | +6.8% |
| 5Y | +8.2% | +151.3% | -143.1% | -3.4% |
| All | +8.2% | +151.5% | -143.3% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling