+12.5%
HD vs BTDR
+23.8%
-11.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.8% |
| 7D | -2.1% | +20.0% | -22.0% | -2.6% |
| 30D | -8.4% | +11.9% | -20.4% | -8.9% |
| 3M | +4.3% | -36.9% | +41.3% | +5.4% |
| 6M | -11.1% | +56.5% | -67.6% | -13.0% |
| YTD | -4.7% | +10.4% | -15.1% | -6.0% |
| 1Y | -19.8% | +3.1% | -22.9% | -21.4% |
| 3Y | +4.1% | -2.6% | +6.7% | -3.4% |
| 5Y | +10.3% | +25.2% | -14.9% | -2.5% |
| All | +12.5% | +23.8% | -11.3% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling