+117.9%
BTSG vs HBM
+47.3%
+70.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.5% |
| 7D | +17.4% | -5.8% | +23.2% | +18.1% |
| 30D | +12.6% | -18.5% | +31.1% | +15.5% |
| 3M | +11.2% | -10.3% | +21.5% | +12.2% |
| 6M | +30.4% | +2.1% | +28.2% | +26.5% |
| YTD | +86.4% | +12.0% | +74.3% | +72.7% |
| 1Y | +117.9% | +49.8% | +68.2% | +84.2% |
| All | +117.9% | +47.3% | +70.6% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling