+19.6%
BTDR vs HBM
+280.2%
-260.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -3.4% | -3.3% | -0.1% | -2.2% |
| 30D | +32.6% | -4.8% | +37.4% | +35.7% |
| 3M | -32.2% | -0.4% | -31.8% | -32.1% |
| 6M | +52.4% | +17.9% | +34.5% | +45.2% |
| YTD | +6.7% | +33.7% | -27.0% | -2.1% |
| 1Y | -15.2% | +95.6% | -110.8% | -29.6% |
| 3Y | +14.9% | +458.1% | -443.2% | -22.0% |
| 5Y | +20.8% | +329.0% | -308.2% | -17.7% |
| All | +19.6% | +280.2% | -260.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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