+199.2%
HL vs BTG
+385.9%
-186.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +0.9% |
| 7D | +0.4% | +2.4% | -2.0% | -1.1% |
| 30D | +18.8% | +9.5% | +9.3% | +12.9% |
| 3M | +43.7% | +38.5% | +5.2% | +17.6% |
| 6M | -1.0% | +5.6% | -6.7% | -4.8% |
| YTD | +8.7% | +23.9% | -15.2% | -4.7% |
| 1Y | +105.0% | +32.1% | +72.9% | +73.5% |
| 3Y | +427.3% | +103.2% | +324.1% | +251.4% |
| 5Y | +249.3% | +79.7% | +169.6% | +160.8% |
| 10Y | +284.2% | +159.1% | +125.0% | +149.8% |
| All | +199.2% | +385.9% | -186.7% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling