+320.1%
HRB vs BTG
+385.9%
-65.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -10.6% | +2.4% | -13.0% | -10.7% |
| 30D | -0.8% | +9.5% | -10.3% | -1.1% |
| 3M | +19.1% | +38.5% | -19.4% | +18.0% |
| 6M | +48.7% | +5.6% | +43.1% | +48.2% |
| YTD | +7.1% | +23.9% | -16.8% | +6.2% |
| 1Y | -8.3% | +32.1% | -40.5% | -9.4% |
| 3Y | +25.8% | +103.2% | -77.4% | +22.5% |
| 5Y | +111.1% | +79.7% | +31.4% | +105.4% |
| 10Y | +206.6% | +159.1% | +47.4% | +195.0% |
| All | +320.1% | +385.9% | -65.7% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling