+159.3%
HAS vs BTSG
+459.6%
-300.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.8% |
| 7D | -0.2% | +0.4% | -0.5% | -0.2% |
| 30D | +31.0% | +5.3% | +25.8% | +30.1% |
| 3M | +30.7% | +10.8% | +19.9% | +28.5% |
| 6M | +23.9% | +27.3% | -3.4% | +18.6% |
| YTD | +48.3% | +79.3% | -31.0% | +34.3% |
| 1Y | +60.2% | +106.0% | -45.8% | +42.0% |
| All | +159.3% | +459.6% | -300.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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