+60.0%
HLT vs BTSG
+389.4%
-329.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -1.6% | -3.3% | +1.7% | -1.2% |
| 30D | -5.0% | -1.6% | -3.4% | -4.9% |
| 3M | -10.4% | -6.9% | -3.5% | -10.1% |
| 6M | +3.2% | +42.1% | -38.9% | -3.3% |
| YTD | +6.7% | +56.8% | -50.1% | -1.8% |
| 1Y | +10.3% | +109.8% | -99.6% | -3.2% |
| All | +60.0% | +389.4% | -329.4% | +25.1% |
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