+207.3%
HL vs BTDR
+19.6%
+187.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.5% |
| 7D | -4.4% | -3.4% | -1.0% | -4.1% |
| 30D | +9.3% | +32.6% | -23.3% | +6.5% |
| 3M | +32.0% | -32.2% | +64.2% | +35.0% |
| 6M | -6.4% | +52.4% | -58.8% | -10.4% |
| YTD | +3.1% | +6.7% | -3.6% | +1.0% |
| 1Y | +77.6% | -15.2% | +92.8% | +74.8% |
| 3Y | +392.8% | +14.9% | +377.9% | +347.7% |
| 5Y | +234.1% | +20.8% | +213.3% | +203.6% |
| All | +207.3% | +19.6% | +187.7% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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