+85.4%
HST vs BTDR
-29.7%
+115.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.7% | -10.3% | -1.0% |
| 7D | -1.3% | +7.7% | -8.9% | -1.7% |
| 30D | +13.4% | -24.1% | +37.5% | +14.5% |
| 3M | +16.7% | -19.1% | +35.8% | +17.1% |
| 6M | +24.0% | -46.6% | +70.6% | +25.9% |
| YTD | +54.0% | -37.3% | +91.2% | +54.0% |
| 1Y | +55.0% | -53.2% | +108.2% | +56.7% |
| 3Y | +89.3% | +77.1% | +12.3% | +78.1% |
| 5Y | +85.4% | -29.7% | +115.1% | +73.9% |
| All | +85.4% | -29.7% | +115.1% | +73.9% |
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