+1,581.2%
HWM vs BTI
+85.7%
+1,495.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -8.0% | -2.4% | -5.6% | -7.0% |
| 30D | -18.0% | -4.8% | -13.2% | -16.1% |
| 3M | -9.5% | -8.1% | -1.4% | -6.8% |
| 6M | -8.4% | -4.2% | -4.2% | -8.2% |
| YTD | +13.6% | -1.3% | +14.9% | +12.0% |
| 1Y | +30.2% | +2.1% | +28.1% | +25.7% |
| 3Y | +392.2% | +108.9% | +283.3% | +214.4% |
| 5Y | +645.2% | +114.5% | +530.7% | +361.7% |
| All | +1,581.2% | +85.7% | +1,495.5% | +948.8% |
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 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