+34,054.1%
HD vs BTI
+6,769.3%
+27,284.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +20.7% | +9.6% | +11.1% | +18.3% |
| 3M | +0.8% | +8.3% | -7.5% | -1.0% |
| 6M | +12.2% | +7.5% | +4.7% | +10.1% |
| YTD | +4.2% | +12.3% | -8.0% | +1.2% |
| 1Y | -2.6% | +16.2% | -18.8% | -6.2% |
| 3Y | +30.0% | +148.0% | -118.0% | +4.6% |
| 5Y | +8.1% | +153.2% | -145.2% | -14.1% |
| 10Y | +247.2% | +128.2% | +118.9% | +176.2% |
| All | +34,054.1% | +6,769.3% | +27,284.8% | +13,836.9% |
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