+1,570.6%
HST vs BTI
+6,794.1%
-5,223.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +44.8% |
| 1Y | +52.5% | +15.8% | +36.7% | +43.6% |
| 3Y | +87.4% | +148.9% | -61.5% | +34.0% |
| 5Y | +82.9% | +151.9% | -69.0% | +29.7% |
| 10Y | +134.8% | +124.2% | +10.6% | +67.1% |
| All | +1,570.6% | +6,794.1% | -5,223.5% | +459.0% |
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