+5.2%
HD vs BTSG
+495.4%
-490.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -0.5% | +8.5% | -9.0% | -1.4% |
| 30D | +18.5% | +14.0% | +4.4% | +16.6% |
| 3M | +2.2% | +19.7% | -17.6% | -0.2% |
| 6M | +13.8% | +28.7% | -14.9% | +9.6% |
| YTD | +3.4% | +90.8% | -87.4% | -5.8% |
| 1Y | -3.5% | +112.4% | -115.9% | -13.5% |
| All | +5.2% | +495.4% | -490.3% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling