+122.6%
HST vs BTI
+128.6%
-6.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.6% | -3.2% | +6.8% | +4.7% |
| 30D | +9.9% | +9.7% | +0.2% | +6.5% |
| 3M | +12.9% | +11.1% | +1.9% | +8.8% |
| 6M | +22.9% | -1.2% | +24.1% | +22.6% |
| YTD | +52.4% | +12.7% | +39.7% | +44.5% |
| 1Y | +52.5% | +15.8% | +36.7% | +43.1% |
| 3Y | +87.4% | +148.9% | -61.5% | +28.3% |
| 5Y | +82.9% | +151.9% | -69.0% | +24.0% |
| All | +122.6% | +128.6% | -6.0% | +55.2% |
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