+433.9%
BTSG vs HIG
+64.2%
+369.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -3.3% | -1.5% | -1.8% | -2.8% |
| 30D | -1.6% | -0.4% | -1.2% | -1.5% |
| 3M | -6.9% | +6.7% | -13.6% | -9.2% |
| 6M | +42.1% | +2.0% | +40.1% | +40.4% |
| YTD | +56.8% | +0.3% | +56.5% | +55.7% |
| 1Y | +109.8% | +4.2% | +105.6% | +104.2% |
| All | +433.9% | +64.2% | +369.8% | +402.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling