+426.2%
BTSG vs HIG
+64.7%
+361.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.7% |
| 7D | -5.8% | -2.3% | -3.5% | -5.0% |
| 30D | 0.0% | -1.2% | +1.2% | +0.4% |
| 3M | -4.5% | +6.3% | -10.8% | -6.7% |
| 6M | +40.0% | +0.6% | +39.4% | +39.2% |
| YTD | +54.6% | +0.6% | +53.9% | +53.3% |
| 1Y | +106.1% | +6.1% | +100.0% | +98.8% |
| All | +426.2% | +64.7% | +361.5% | +395.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling