-5.3%
HD vs BTSG
+421.3%
-426.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.6% |
| 7D | -1.2% | +5.7% | -6.9% | -1.8% |
| 30D | -11.1% | +0.2% | -11.3% | -11.2% |
| 3M | +2.0% | +5.6% | -3.6% | +0.8% |
| 6M | -10.5% | +50.8% | -61.2% | -15.8% |
| YTD | -6.9% | +67.0% | -73.9% | -13.7% |
| 1Y | -23.2% | +145.5% | -168.7% | -32.8% |
| All | -5.3% | +421.3% | -426.6% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling