+426.2%
BTSG vs HBM
+371.8%
+54.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.5% | +0.9% | -5.2% |
| 7D | -5.8% | -3.7% | -2.0% | -5.1% |
| 30D | 0.0% | -3.7% | +3.6% | +0.4% |
| 3M | -4.5% | +8.0% | -12.5% | -6.7% |
| 6M | +40.0% | +15.8% | +24.2% | +33.0% |
| YTD | +54.6% | +34.4% | +20.2% | +40.8% |
| 1Y | +106.1% | +98.2% | +8.0% | +71.2% |
| All | +426.2% | +371.8% | +54.3% | +271.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling