+34,084.2%
HD vs BTI
+6,795.3%
+27,289.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.2% | -3.0% | +1.9% | -0.5% |
| 30D | +20.9% | +9.8% | +11.1% | +18.4% |
| 3M | -0.2% | +9.2% | -9.3% | -2.1% |
| 6M | +14.5% | +4.0% | +10.5% | +13.2% |
| YTD | +4.3% | +12.7% | -8.4% | +1.2% |
| 1Y | -3.5% | +15.9% | -19.4% | -7.0% |
| 3Y | +30.1% | +148.9% | -118.8% | +4.6% |
| 5Y | +8.5% | +152.8% | -144.3% | -13.8% |
| 10Y | +245.3% | +124.2% | +121.0% | +175.7% |
| All | +34,084.2% | +6,795.3% | +27,289.0% | +13,837.4% |
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 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