+114.6%
HRB vs BTG
+78.0%
+36.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -8.0% | -3.8% | -4.3% | -7.8% |
| 30D | -16.0% | +3.6% | -19.6% | -16.1% |
| 3M | +26.9% | +32.0% | -5.2% | +25.0% |
| 6M | +51.1% | +3.4% | +47.8% | +50.5% |
| YTD | +7.1% | +20.8% | -13.7% | +5.5% |
| 1Y | -9.6% | +22.4% | -32.0% | -11.3% |
| 3Y | +25.4% | +91.7% | -66.3% | +17.5% |
| All | +114.6% | +78.0% | +36.5% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling