+116.4%
HPE vs BTI
+24.7%
+91.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.4% | -9.1% | -4.1% |
| 7D | -17.0% | +5.3% | -22.3% | -14.9% |
| 30D | -26.7% | +19.1% | -45.8% | -21.5% |
| 3M | -4.1% | +6.5% | -10.7% | 0.0% |
| 6M | +75.4% | +9.4% | +66.0% | +82.2% |
| YTD | +111.0% | +14.4% | +96.6% | +112.1% |
| 1Y | +116.4% | +23.9% | +92.6% | +113.4% |
| All | +116.4% | +24.7% | +91.8% | +113.4% |
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 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