+20.4%
BTDR vs HRB
+114.1%
-93.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -3.4% | -8.0% | +4.6% | -3.6% |
| 30D | +32.6% | -16.0% | +48.6% | +32.0% |
| 3M | -32.2% | +26.9% | -59.1% | -32.5% |
| 6M | +52.4% | +51.1% | +1.2% | +48.9% |
| YTD | +6.7% | +7.1% | -0.4% | +9.1% |
| 1Y | -15.2% | -9.6% | -5.6% | -11.2% |
| 3Y | +14.9% | +25.4% | -10.5% | +17.8% |
| All | +20.4% | +114.1% | -93.6% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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