+2,080.5%
HD vs BTG
+336.6%
+1,743.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.4% | -0.7% |
| 7D | -0.5% | -5.9% | +5.4% | -0.3% |
| 30D | +18.5% | -5.0% | +23.5% | +18.6% |
| 3M | +2.2% | -4.5% | +6.6% | +2.2% |
| 6M | +13.8% | -7.0% | +20.9% | +13.8% |
| YTD | +3.4% | +11.4% | -7.9% | +2.5% |
| 1Y | -3.5% | +20.1% | -23.7% | -4.6% |
| 3Y | +29.0% | +81.5% | -52.5% | +24.8% |
| 5Y | +6.1% | +32.1% | -26.1% | +3.2% |
| 10Y | +242.3% | +166.4% | +75.9% | +226.8% |
| All | +2,080.5% | +336.6% | +1,743.9% | +1,776.9% |
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