+65.7%
HST vs BTDR
+0.6%
+65.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +6.9% | +0.8% |
| 7D | +0.7% | -3.2% | +3.9% | +0.8% |
| 30D | -0.7% | +32.7% | -33.4% | -2.5% |
| 3M | -4.0% | -28.4% | +24.4% | -2.9% |
| 6M | +20.7% | +51.7% | -31.0% | +15.9% |
| YTD | +31.0% | +2.9% | +28.2% | +28.0% |
| 1Y | +36.2% | -15.5% | +51.7% | +32.6% |
| All | +65.7% | +0.6% | +65.1% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling