+73.9%
HST vs BTDR
+24.7%
+49.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | 0.0% |
| 7D | -0.3% | +14.8% | -15.1% | -1.0% |
| 30D | -2.8% | +41.8% | -44.6% | -4.5% |
| 3M | -6.5% | -29.2% | +22.7% | -5.6% |
| 6M | +20.7% | +66.2% | -45.5% | +16.5% |
| YTD | +30.5% | +10.0% | +20.5% | +27.7% |
| 1Y | +36.8% | -11.0% | +47.8% | +33.7% |
| 3Y | +65.9% | +6.9% | +59.0% | +53.2% |
| 5Y | +73.9% | +24.7% | +49.2% | +57.9% |
| All | +73.9% | +24.7% | +49.2% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling