+468.7%
BTSG vs HIG
+63.3%
+405.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.7% |
| 7D | +5.7% | -1.1% | +6.8% | +6.1% |
| 30D | +0.2% | -4.9% | +5.1% | +2.0% |
| 3M | +5.6% | +6.8% | -1.2% | +3.0% |
| 6M | +50.8% | -1.7% | +52.5% | +51.3% |
| YTD | +67.0% | -0.2% | +67.3% | +66.1% |
| 1Y | +145.5% | +5.7% | +139.8% | +137.0% |
| All | +468.7% | +63.3% | +405.4% | +436.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling