+48.3%
HBAN vs BTDR
+23.3%
+25.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | -1.5% | +14.8% | -16.3% | -2.3% |
| 30D | -5.5% | +41.8% | -47.3% | -7.6% |
| 3M | -0.2% | -29.2% | +28.9% | +0.9% |
| 6M | +5.2% | +66.2% | -61.0% | +0.3% |
| YTD | -2.3% | +10.0% | -12.3% | -5.0% |
| 1Y | -2.2% | -11.0% | +8.8% | -5.0% |
| 3Y | +73.8% | +6.9% | +66.9% | +55.8% |
| 5Y | +35.2% | +24.7% | +10.6% | +20.3% |
| All | +48.3% | +23.3% | +25.0% | +30.5% |
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