+224.7%
HPE vs BTI
+149.4%
+75.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.3% |
| 7D | +7.9% | +1.6% | +6.2% | +8.4% |
| 30D | -23.5% | +9.2% | -32.7% | -21.6% |
| 3M | -19.1% | +9.6% | -28.7% | -16.7% |
| 6M | +51.4% | -2.4% | +53.8% | +54.7% |
| YTD | +103.4% | +14.2% | +89.2% | +109.7% |
| 1Y | +114.4% | +20.3% | +94.1% | +122.4% |
| 3Y | +224.7% | +147.4% | +77.3% | +231.1% |
| All | +224.7% | +149.4% | +75.2% | +231.1% |
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