-16.1%
HDB vs BTSG
+406.1%
-422.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +0.4% | +2.7% | -2.3% | +0.2% |
| 30D | -2.8% | -3.6% | +0.8% | -2.5% |
| 3M | -3.5% | +5.8% | -9.3% | -4.4% |
| 6M | -24.7% | +44.7% | -69.4% | -27.7% |
| YTD | -36.6% | +62.2% | -98.7% | -39.7% |
| 1Y | -34.4% | +152.1% | -186.5% | -40.1% |
| All | -16.1% | +406.1% | -422.2% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling