+77.0%
HAL vs BTDR
-44.0%
+121.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.6% | +11.8% | +3.3% |
| 7D | +6.1% | -6.9% | +13.0% | +6.2% |
| 30D | +2.9% | -31.5% | +34.4% | +3.5% |
| 3M | +3.3% | -36.1% | +39.4% | +4.0% |
| 6M | -16.9% | -57.6% | +40.7% | -16.0% |
| YTD | +21.2% | -50.0% | +71.2% | +21.4% |
| 1Y | +27.5% | -49.6% | +77.1% | +27.7% |
| 3Y | -6.4% | +48.5% | -55.0% | -7.0% |
| 5Y | +58.0% | -43.8% | +101.8% | +57.3% |
| All | +77.0% | -44.0% | +121.0% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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