+392.8%
HL vs BTG
+94.8%
+298.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -4.4% | -3.8% | -0.6% | -1.3% |
| 30D | +9.3% | +3.6% | +5.7% | +6.4% |
| 3M | +32.0% | +32.0% | 0.0% | +3.2% |
| 6M | -6.4% | +3.4% | -9.8% | -10.7% |
| YTD | +3.1% | +20.8% | -17.6% | -14.5% |
| 1Y | +77.6% | +22.4% | +55.1% | +45.0% |
| 3Y | +392.8% | +91.7% | +301.1% | +156.9% |
| All | +392.8% | +94.8% | +298.0% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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