+117.9%
BTSG vs HIG
+12.7%
+105.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | 0.0% |
| 7D | +17.4% | +6.2% | +11.2% | +17.6% |
| 30D | +12.6% | +9.4% | +3.2% | +12.8% |
| 3M | +11.2% | -2.3% | +13.5% | +11.0% |
| 6M | +30.4% | +4.2% | +26.2% | +31.8% |
| YTD | +86.4% | +1.6% | +84.8% | +87.9% |
| 1Y | +117.9% | +9.9% | +108.0% | +110.3% |
| All | +117.9% | +12.7% | +105.2% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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