-34.0%
HDB vs BTG
+25.2%
-59.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.8% |
| 7D | +0.7% | -3.8% | +4.4% | +0.9% |
| 30D | +1.0% | +3.6% | -2.6% | +0.7% |
| 3M | -2.0% | +32.0% | -34.0% | -4.0% |
| 6M | -18.1% | +3.4% | -21.5% | -19.4% |
| YTD | -36.1% | +20.8% | -56.9% | -37.0% |
| 1Y | -34.0% | +22.4% | -56.5% | -35.3% |
| All | -34.0% | +25.2% | -59.3% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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