+246.3%
HPE vs BTI
+108.0%
+138.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.2% | -6.1% |
| 7D | +1.4% | -2.0% | +3.4% | +1.2% |
| 30D | +1.5% | -3.4% | +5.0% | +1.1% |
| 3M | +21.7% | -9.0% | +30.7% | +20.4% |
| 6M | +164.2% | -5.0% | +169.2% | +162.1% |
| YTD | +132.1% | -0.3% | +132.4% | +130.4% |
| 1Y | +130.6% | +3.1% | +127.5% | +130.0% |
| All | +246.3% | +108.0% | +138.4% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling