+16.5%
BTDR vs HBM
+336.0%
-319.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.5% | +1.0% | -3.6% |
| 7D | -3.2% | -3.7% | +0.5% | -1.8% |
| 30D | +32.7% | -3.7% | +36.3% | +35.3% |
| 3M | -28.4% | +8.0% | -36.4% | -30.3% |
| 6M | +51.7% | +15.8% | +35.9% | +45.1% |
| YTD | +2.9% | +34.4% | -31.5% | -6.1% |
| 1Y | -15.5% | +98.2% | -113.6% | -30.5% |
| 3Y | 0.0% | +476.6% | -476.6% | -33.3% |
| 5Y | +16.5% | +331.1% | -314.6% | -21.8% |
| All | +16.5% | +336.0% | -319.5% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling