+23.3%
BTDR vs HRB
+118.7%
-95.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.7% |
| 7D | +14.8% | -10.6% | +25.4% | +14.5% |
| 30D | +41.8% | -0.8% | +42.6% | +41.9% |
| 3M | -29.2% | +19.1% | -48.2% | -29.3% |
| 6M | +66.2% | +48.7% | +17.5% | +62.8% |
| YTD | +10.0% | +7.1% | +2.9% | +12.5% |
| 1Y | -11.0% | -8.3% | -2.6% | -7.0% |
| 3Y | +6.9% | +25.8% | -18.9% | +9.6% |
| 5Y | +24.7% | +111.1% | -86.4% | +26.6% |
| All | +23.3% | +118.7% | -95.4% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling