-20.1%
HDB vs BTSG
+416.6%
-436.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -4.9% | +2.9% | -7.8% | -5.1% |
| 30D | -5.8% | +0.9% | -6.7% | -6.0% |
| 3M | -5.2% | +1.6% | -6.8% | -5.7% |
| 6M | -25.7% | +46.8% | -72.5% | -28.8% |
| YTD | -39.6% | +65.5% | -105.1% | -42.7% |
| 1Y | -36.9% | +136.2% | -173.2% | -42.1% |
| All | -20.1% | +416.6% | -436.7% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling