+468.7%
BTSG vs HBM
+413.3%
+55.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.0% |
| 7D | +5.7% | +7.3% | -1.6% | +4.4% |
| 30D | +0.2% | +5.0% | -4.8% | -1.0% |
| 3M | +5.6% | +11.1% | -5.5% | +2.6% |
| 6M | +50.8% | +30.2% | +20.6% | +40.1% |
| YTD | +67.0% | +46.2% | +20.9% | +49.8% |
| 1Y | +145.5% | +120.0% | +25.5% | +99.8% |
| All | +468.7% | +413.3% | +55.4% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling