-38.1%
HDB vs BTG
+74.4%
-112.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.8% |
| 7D | -6.2% | -5.8% | -0.4% | -5.7% |
| 30D | -6.2% | +5.7% | -11.9% | -6.8% |
| 3M | -5.9% | +38.1% | -44.0% | -9.2% |
| 6M | -25.9% | +0.3% | -26.2% | -26.6% |
| YTD | -40.2% | +19.9% | -60.1% | -42.0% |
| 1Y | -38.0% | +24.6% | -62.6% | -40.5% |
| 3Y | -30.5% | +96.6% | -127.1% | -38.1% |
| 5Y | -38.1% | +77.7% | -115.8% | -44.1% |
| All | -38.1% | +74.4% | -112.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling