+203.4%
HD vs BTG
+158.3%
+45.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.3% |
| 7D | -3.9% | -5.5% | +1.6% | -3.5% |
| 30D | -13.1% | +6.1% | -19.2% | -13.6% |
| 3M | -3.4% | +38.6% | -42.1% | -6.0% |
| 6M | -12.6% | +0.7% | -13.2% | -13.2% |
| YTD | -9.2% | +20.3% | -29.6% | -11.2% |
| 1Y | -23.9% | +25.0% | -49.0% | -26.1% |
| 3Y | +0.4% | +97.3% | -96.9% | -6.7% |
| 5Y | +4.5% | +78.3% | -73.8% | -3.1% |
| All | +203.4% | +158.3% | +45.1% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling