+5.3%
HD vs BTSG
+493.4%
-488.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +1.5% | +6.0% | -4.5% | +0.9% |
| 30D | +18.0% | +12.4% | +5.6% | +16.3% |
| 3M | +2.8% | +18.2% | -15.4% | +0.6% |
| 6M | +17.0% | +26.0% | -9.1% | +12.9% |
| YTD | +3.5% | +90.1% | -86.6% | -5.7% |
| 1Y | -2.6% | +124.3% | -126.9% | -13.3% |
| All | +5.3% | +493.4% | -488.1% | -19.2% |
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