+6.2%
HD vs BTDR
+24.7%
-18.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -1.0% |
| 7D | -1.8% | +14.8% | -16.6% | -2.2% |
| 30D | -10.8% | +41.8% | -52.7% | -11.9% |
| 3M | -2.7% | -29.2% | +26.5% | -2.0% |
| 6M | -10.3% | +66.2% | -76.5% | -12.3% |
| YTD | -7.8% | +10.0% | -17.8% | -9.1% |
| 1Y | -23.1% | -11.0% | -12.2% | -24.3% |
| 3Y | +2.0% | +6.9% | -4.9% | -5.3% |
| 5Y | +6.2% | +24.7% | -18.5% | -8.9% |
| All | +6.2% | +24.7% | -18.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling