-21.0%
HDB vs BTSG
+382.3%
-403.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.5% | -0.5% |
| 7D | -6.2% | -5.8% | -0.4% | -5.7% |
| 30D | -6.2% | 0.0% | -6.2% | -6.3% |
| 3M | -5.9% | -4.5% | -1.4% | -5.8% |
| 6M | -25.9% | +40.0% | -65.9% | -28.7% |
| YTD | -40.2% | +54.6% | -94.8% | -43.0% |
| 1Y | -38.0% | +106.1% | -144.1% | -42.4% |
| All | -21.0% | +382.3% | -403.3% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling