+3.1%
HD vs BTDR
+8.5%
-5.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.4% |
| 7D | -1.2% | +22.4% | -23.6% | -1.9% |
| 30D | -11.1% | +16.5% | -27.6% | -11.8% |
| 3M | +2.0% | -31.5% | +33.5% | +3.0% |
| 6M | -10.5% | +74.0% | -84.5% | -13.0% |
| YTD | -6.9% | +13.0% | -19.9% | -8.5% |
| 1Y | -23.2% | -0.2% | -22.9% | -25.0% |
| 3Y | +3.1% | +9.9% | -6.8% | -10.0% |
| All | +3.1% | +8.5% | -5.4% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling