+608.3%
HDB vs BTG
+392.0%
+216.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | -2.8% | +36.8% | -39.6% | -5.3% |
| 3M | -3.5% | +23.1% | -26.6% | -5.4% |
| 6M | -24.7% | +3.5% | -28.2% | -25.4% |
| YTD | -36.6% | +25.5% | -62.1% | -38.2% |
| 1Y | -34.4% | +40.1% | -74.5% | -36.9% |
| 3Y | -24.4% | +101.1% | -125.5% | -30.1% |
| 5Y | -35.4% | +70.6% | -105.9% | -40.1% |
| 10Y | +39.5% | +152.1% | -112.6% | +20.7% |
| All | +608.3% | +392.0% | +216.3% | +347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling