+426.2%
BTSG vs HRB
+2.9%
+423.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.1% | -6.6% |
| 7D | -5.8% | -12.2% | +6.4% | -4.7% |
| 30D | 0.0% | -3.0% | +2.9% | +0.1% |
| 3M | -4.5% | +21.7% | -26.2% | -6.7% |
| 6M | +40.0% | +52.3% | -12.3% | +32.0% |
| YTD | +54.6% | +6.5% | +48.1% | +55.1% |
| 1Y | +106.1% | -6.7% | +112.8% | +111.5% |
| All | +426.2% | +2.9% | +423.3% | +422.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling