+243.8%
HPQ vs BTI
+73.8%
+170.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.2% |
| 7D | +9.8% | -0.2% | +10.0% | +9.8% |
| 30D | +22.4% | -1.1% | +23.4% | +22.9% |
| 3M | +45.2% | -8.8% | +53.9% | +49.8% |
| 6M | +96.4% | -4.0% | +100.4% | +97.6% |
| YTD | +65.4% | +0.4% | +65.0% | +63.0% |
| 1Y | +31.6% | +1.9% | +29.6% | +28.6% |
| 3Y | +37.0% | +108.5% | -71.5% | -3.7% |
| 5Y | +53.0% | +118.5% | -65.5% | +3.5% |
| All | +243.8% | +73.8% | +170.1% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling