-4.6%
HD vs BTSG
+111.7%
-116.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +11.9% | +17.4% | -5.5% | +10.7% |
| 30D | +26.4% | +12.6% | +13.8% | +25.3% |
| 3M | +2.8% | +11.2% | -8.4% | +2.0% |
| 6M | +15.5% | +30.4% | -14.9% | +12.0% |
| YTD | +5.5% | +86.4% | -80.8% | -1.7% |
| 1Y | -4.6% | +117.9% | -122.5% | -15.1% |
| All | -4.6% | +111.7% | -116.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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