+228.7%
HL vs BTI
+118.0%
+110.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +9.3% | -1.1% | +10.4% | +9.5% |
| 3M | +32.0% | -8.8% | +40.7% | +36.5% |
| 6M | -6.4% | -4.0% | -2.5% | -6.8% |
| YTD | +3.1% | +0.4% | +2.8% | -0.4% |
| 1Y | +77.6% | +1.9% | +75.6% | +69.4% |
| 3Y | +392.8% | +108.5% | +284.3% | +175.6% |
| All | +228.7% | +118.0% | +110.7% | +68.7% |
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