+677.7%
HPE vs BTI
+89.8%
+587.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.9% |
| 7D | +10.1% | -1.4% | +11.5% | +10.7% |
| 30D | +5.3% | -7.0% | +12.3% | +7.9% |
| 3M | +12.7% | -6.3% | +19.0% | +14.2% |
| 6M | +167.7% | -2.0% | +169.6% | +164.2% |
| YTD | +135.5% | +0.2% | +135.3% | +129.7% |
| 1Y | +143.4% | +3.8% | +139.6% | +133.4% |
| 3Y | +249.2% | +112.1% | +137.1% | +133.8% |
| 5Y | +343.8% | +113.6% | +230.2% | +192.3% |
| 10Y | +495.9% | +69.6% | +426.3% | +309.8% |
| All | +677.7% | +89.8% | +587.9% | +370.2% |
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