+433.9%
BTSG vs HRB
+3.4%
+430.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.4% |
| 7D | -3.3% | -8.0% | +4.7% | -2.6% |
| 30D | -1.6% | -16.0% | +14.4% | -0.1% |
| 3M | -6.9% | +26.9% | -33.8% | -9.4% |
| 6M | +42.1% | +51.1% | -9.0% | +34.3% |
| YTD | +56.8% | +7.1% | +49.8% | +57.3% |
| 1Y | +109.8% | -9.6% | +119.4% | +116.8% |
| All | +433.9% | +3.4% | +430.5% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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