+7.1%
HD vs BTDR
+15.3%
-8.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | -3.9% | -3.2% | -0.7% | -3.8% |
| 30D | -13.1% | +32.7% | -45.8% | -14.0% |
| 3M | -3.4% | -28.4% | +24.9% | -2.9% |
| 6M | -12.6% | +51.7% | -64.3% | -14.3% |
| YTD | -9.2% | +2.9% | -12.1% | -10.3% |
| 1Y | -23.9% | -15.5% | -8.5% | -25.0% |
| 3Y | +0.4% | 0.0% | +0.4% | -6.6% |
| 5Y | +4.5% | +16.5% | -11.9% | -7.5% |
| All | +7.1% | +15.3% | -8.2% | -5.5% |
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