+589.9%
HBM vs BTG
+917.8%
-327.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -3.3% | -3.8% | +0.5% | -2.0% |
| 30D | -4.8% | +3.6% | -8.5% | -6.0% |
| 3M | -0.4% | +32.0% | -32.4% | -10.2% |
| 6M | +17.9% | +3.4% | +14.5% | +16.6% |
| YTD | +33.7% | +20.8% | +12.9% | +25.7% |
| 1Y | +95.6% | +22.4% | +73.2% | +82.0% |
| 3Y | +458.1% | +91.7% | +366.4% | +337.5% |
| 5Y | +329.0% | +79.0% | +250.0% | +247.3% |
| 10Y | +588.2% | +152.6% | +435.6% | +353.4% |
| All | +589.9% | +917.8% | -327.9% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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