+634.9%
HLT vs BTI
+136.8%
+498.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -5.0% | -1.1% | -3.9% | -4.8% |
| 3M | -10.4% | -8.8% | -1.6% | -8.3% |
| 6M | +3.2% | -4.0% | +7.2% | +3.8% |
| YTD | +6.7% | +0.4% | +6.4% | +5.6% |
| 1Y | +10.3% | +1.9% | +8.3% | +8.5% |
| 3Y | +99.3% | +108.5% | -9.2% | +53.6% |
| 5Y | +143.7% | +118.5% | +25.2% | +83.3% |
| 10Y | +584.7% | +75.1% | +509.6% | +427.4% |
| All | +634.9% | +136.8% | +498.2% | +401.9% |
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