+74.0%
HST vs BTDR
+23.8%
+50.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.7% | +0.1% |
| 7D | -1.0% | +20.0% | -21.0% | -1.9% |
| 30D | -12.3% | +11.9% | -24.2% | -12.9% |
| 3M | -6.4% | -36.9% | +30.6% | -5.0% |
| 6M | +15.0% | +56.5% | -41.5% | +11.3% |
| YTD | +30.5% | +10.4% | +20.1% | +27.7% |
| 1Y | +35.7% | +3.1% | +32.6% | +31.7% |
| 3Y | +68.4% | -2.6% | +71.0% | +55.4% |
| 5Y | +73.1% | +25.2% | +47.9% | +59.7% |
| All | +74.0% | +23.8% | +50.2% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling