+427.9%
HL vs BTSG
+416.6%
+11.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +0.4% | +2.9% | -2.5% | -0.3% |
| 30D | +18.8% | +0.9% | +17.9% | +18.3% |
| 3M | +43.7% | +1.6% | +42.1% | +42.8% |
| 6M | -1.0% | +46.8% | -47.8% | -10.1% |
| YTD | +8.7% | +65.5% | -56.8% | -3.5% |
| 1Y | +105.0% | +136.2% | -31.2% | +71.3% |
| All | +427.9% | +416.6% | +11.3% | +257.8% |
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