-6.3%
HD vs BTSG
+416.6%
-422.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.8% | +2.9% | -4.7% | -2.1% |
| 30D | -10.8% | +0.9% | -11.7% | -11.0% |
| 3M | -2.7% | +1.6% | -4.3% | -3.4% |
| 6M | -10.3% | +46.8% | -57.1% | -15.4% |
| YTD | -7.8% | +65.5% | -73.3% | -14.5% |
| 1Y | -23.1% | +136.2% | -159.4% | -32.4% |
| All | -6.3% | +416.6% | -422.8% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling