+21.3%
HPQ vs BTI
+24.7%
-3.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.4% | +2.5% | +5.6% |
| 7D | -7.8% | +5.3% | -13.1% | -8.1% |
| 30D | -4.9% | +19.1% | -24.0% | -5.6% |
| 3M | +4.9% | +6.5% | -1.7% | +4.4% |
| 6M | +47.1% | +9.4% | +37.6% | +47.0% |
| YTD | +39.5% | +14.4% | +25.1% | +38.3% |
| 1Y | +21.3% | +23.9% | -2.6% | +21.8% |
| All | +21.3% | +24.7% | -3.4% | +21.8% |
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 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