+41.1%
HPQ vs BTI
+116.2%
-75.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.9% |
| 7D | +3.5% | -2.0% | +5.5% | +3.9% |
| 30D | +13.7% | -3.4% | +17.1% | +14.4% |
| 3M | +33.9% | -9.0% | +42.8% | +36.0% |
| 6M | +80.9% | -5.0% | +85.9% | +82.0% |
| YTD | +52.6% | -0.3% | +52.9% | +51.7% |
| 1Y | +21.2% | +3.1% | +18.1% | +19.6% |
| 3Y | +26.9% | +111.0% | -84.1% | -2.2% |
| 5Y | +41.1% | +117.0% | -75.9% | +11.8% |
| All | +41.1% | +116.2% | -75.1% | +11.8% |
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