+276.2%
HPE vs BTI
+153.9%
+122.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.8% |
| 7D | +7.9% | +1.6% | +6.2% | +7.8% |
| 30D | -23.5% | +9.2% | -32.7% | -23.9% |
| 3M | -19.1% | +9.6% | -28.7% | -19.5% |
| 6M | +51.4% | -2.4% | +53.8% | +52.8% |
| YTD | +103.4% | +14.2% | +89.2% | +98.2% |
| 1Y | +114.4% | +20.3% | +94.1% | +106.6% |
| 3Y | +224.7% | +147.4% | +77.3% | +141.0% |
| All | +276.2% | +153.9% | +122.3% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling