-0.3%
HRB vs BTG
+38.4%
-38.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -4.0% |
| 7D | -5.7% | -0.9% | -4.8% | -5.7% |
| 30D | +7.9% | +36.8% | -28.9% | +7.7% |
| 3M | +32.1% | +23.1% | +9.0% | +32.4% |
| 6M | +62.2% | +3.5% | +58.8% | +61.8% |
| YTD | +16.4% | +25.5% | -9.1% | +18.1% |
| 1Y | -0.3% | +40.1% | -40.4% | -2.3% |
| All | -0.3% | +38.4% | -38.7% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling