+139.7%
HLT vs BTDR
+19.6%
+120.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.2% |
| 7D | -1.6% | -3.4% | +1.8% | -1.5% |
| 30D | -5.0% | +32.6% | -37.6% | -6.3% |
| 3M | -10.4% | -32.2% | +21.8% | -9.5% |
| 6M | +3.2% | +52.4% | -49.1% | +0.5% |
| YTD | +6.7% | +6.7% | +0.1% | +4.9% |
| 1Y | +10.3% | -15.2% | +25.5% | +8.2% |
| 3Y | +99.3% | +14.9% | +84.4% | +85.1% |
| 5Y | +143.7% | +20.8% | +122.9% | +132.1% |
| All | +139.7% | +19.6% | +120.1% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling