+122.4%
HST vs BTI
+131.8%
-9.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +3.6% | +1.6% | +1.9% | +3.0% |
| 30D | +11.2% | +9.2% | +2.0% | +7.9% |
| 3M | +13.1% | +9.6% | +3.5% | +9.4% |
| 6M | +23.9% | -2.4% | +26.4% | +24.3% |
| YTD | +52.3% | +14.2% | +38.1% | +43.7% |
| 1Y | +56.7% | +20.3% | +36.4% | +45.0% |
| 3Y | +87.5% | +147.4% | -59.9% | +28.8% |
| 5Y | +82.8% | +155.4% | -72.6% | +23.4% |
| All | +122.4% | +131.8% | -9.4% | +54.3% |
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 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