-19.8%
HD vs BTG
+38.4%
-58.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | -8.4% | +36.8% | -45.2% | -10.9% |
| 3M | +4.3% | +23.1% | -18.8% | +2.2% |
| 6M | -11.1% | +3.5% | -14.6% | -12.7% |
| YTD | -4.7% | +25.5% | -30.2% | -6.9% |
| 1Y | -19.8% | +40.1% | -59.9% | -24.1% |
| All | -19.8% | +38.4% | -58.2% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling