+2,083.2%
HD vs BTG
+332.2%
+1,751.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +1.5% | -9.1% | +10.6% | +1.9% |
| 30D | +18.0% | -1.6% | +19.6% | +18.0% |
| 3M | +2.8% | -2.8% | +5.6% | +2.8% |
| 6M | +17.0% | -7.6% | +24.6% | +17.0% |
| YTD | +3.5% | +10.2% | -6.7% | +2.7% |
| 1Y | -2.6% | +21.3% | -23.8% | -3.8% |
| 3Y | +30.7% | +82.7% | -52.0% | +26.5% |
| 5Y | +6.2% | +30.8% | -24.6% | +3.4% |
| 10Y | +242.7% | +163.7% | +79.0% | +227.3% |
| All | +2,083.2% | +332.2% | +1,751.0% | +1,780.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling