+2,768.0%
HPQ vs BTI
+6,031.1%
-3,263.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -0.5% | -1.4% | +0.9% | -0.2% |
| 30D | +3.7% | -7.0% | +10.8% | +5.4% |
| 3M | +24.3% | -6.3% | +30.6% | +26.1% |
| 6M | +64.8% | -2.0% | +66.7% | +64.8% |
| YTD | +43.9% | +0.2% | +43.7% | +42.9% |
| 1Y | +11.7% | +3.8% | +7.9% | +9.8% |
| 3Y | +19.7% | +112.1% | -92.4% | -1.2% |
| 5Y | +32.2% | +113.6% | -81.4% | +8.6% |
| 10Y | +198.9% | +69.6% | +129.3% | +152.7% |
| All | +2,768.0% | +6,031.1% | -3,263.1% | +1,325.3% |
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