-6.5%
HDB vs BTSG
+493.4%
-500.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.7% | +6.0% | -3.3% | +2.2% |
| 30D | +14.1% | +12.4% | +1.7% | +12.9% |
| 3M | +11.8% | +18.2% | -6.4% | +10.0% |
| 6M | +8.2% | +26.0% | -17.9% | +5.3% |
| YTD | -29.3% | +90.1% | -119.5% | -33.9% |
| 1Y | -28.8% | +124.3% | -153.1% | -34.4% |
| All | -6.5% | +493.4% | -500.0% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling