+1,511.7%
HST vs BTI
+6,777.2%
-5,265.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | +1.1% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +10.7% | +13.0% | -2.3% | +6.2% |
| 3M | +6.3% | +5.3% | +0.9% | +4.2% |
| 6M | +19.0% | +5.3% | +13.7% | +16.1% |
| YTD | +47.0% | +12.4% | +34.6% | +39.8% |
| 1Y | +53.4% | +18.9% | +34.5% | +43.1% |
| 3Y | +78.0% | +144.0% | -66.0% | +28.1% |
| 5Y | +71.7% | +156.3% | -84.6% | +21.0% |
| 10Y | +146.2% | +115.3% | +30.9% | +77.6% |
| All | +1,511.7% | +6,777.2% | -5,265.5% | +439.8% |
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 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