+7.4%
HD vs BTI
+115.0%
-107.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.9% |
| 30D | -11.1% | -7.0% | -4.1% | -9.8% |
| 3M | +2.0% | -6.3% | +8.4% | +3.4% |
| 6M | -10.5% | -2.0% | -8.5% | -10.3% |
| YTD | -6.9% | +0.2% | -7.0% | -7.2% |
| 1Y | -23.2% | +3.8% | -27.0% | -24.0% |
| 3Y | +3.1% | +112.1% | -109.0% | -14.3% |
| 5Y | +7.4% | +113.6% | -106.2% | -5.7% |
| All | +7.4% | +115.0% | -107.6% | -5.7% |
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