+45.9%
HLT vs BTI
+24.7%
+21.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +2.9% |
| 7D | +7.7% | +5.3% | +2.4% | +6.7% |
| 30D | +19.1% | +19.1% | 0.0% | +15.8% |
| 3M | +20.7% | +6.5% | +14.2% | +19.3% |
| 6M | +21.0% | +9.4% | +11.6% | +18.2% |
| YTD | +31.3% | +14.4% | +16.9% | +26.2% |
| 1Y | +45.9% | +23.9% | +22.0% | +31.2% |
| All | +45.9% | +24.7% | +21.2% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling