+133.9%
HL vs BTSG
+152.4%
-18.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | +1.5% | +2.7% | -1.2% | +0.3% |
| 30D | +25.1% | -3.6% | +28.7% | +26.9% |
| 3M | +22.9% | +5.8% | +17.1% | +17.3% |
| 6M | -4.9% | +44.7% | -49.6% | -24.0% |
| YTD | +7.8% | +62.2% | -54.3% | -19.0% |
| 1Y | +133.9% | +152.1% | -18.2% | +32.3% |
| All | +133.9% | +152.4% | -18.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling