+107.0%
HST vs BTI
+68.1%
+38.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -0.3% | -2.4% | +2.1% | +0.5% |
| 30D | -2.8% | -4.8% | +2.0% | -1.3% |
| 3M | -6.5% | -8.1% | +1.6% | -4.1% |
| 6M | +20.7% | -4.2% | +24.9% | +21.4% |
| YTD | +30.5% | -1.3% | +31.7% | +29.5% |
| 1Y | +36.8% | +2.1% | +34.7% | +33.9% |
| 3Y | +65.9% | +108.9% | -43.0% | +21.5% |
| 5Y | +73.9% | +114.5% | -40.6% | +25.4% |
| 10Y | +107.0% | +72.2% | +34.8% | +48.9% |
| All | +107.0% | +68.1% | +38.9% | +48.9% |
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