-69.4%
BTDR vs HIG
+12.7%
-82.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -3.0% |
| 7D | -17.6% | +6.2% | -23.8% | -11.5% |
| 30D | -40.3% | +9.4% | -49.7% | -33.6% |
| 3M | -42.6% | -2.3% | -40.3% | -43.1% |
| 6M | -46.3% | +4.2% | -50.5% | -42.5% |
| YTD | -41.7% | +1.6% | -43.3% | -37.6% |
| 1Y | -69.4% | +9.9% | -79.3% | -65.1% |
| All | -69.4% | +12.7% | -82.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling