+20.4%
BTDR vs HIG
+116.1%
-95.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.1% | +3.7% |
| 7D | -3.4% | -1.5% | -1.9% | -3.3% |
| 30D | +32.6% | -0.4% | +32.9% | +32.5% |
| 3M | -32.2% | +6.7% | -38.9% | -33.0% |
| 6M | +52.4% | +2.0% | +50.4% | +51.4% |
| YTD | +6.7% | +0.3% | +6.4% | +6.2% |
| 1Y | -15.2% | +4.2% | -19.4% | -16.6% |
| 3Y | +14.9% | +102.2% | -87.3% | +3.9% |
| All | +20.4% | +116.1% | -95.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling