+425.8%
HBAN vs BTG
+371.8%
+54.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.7% |
| 7D | -1.9% | -5.5% | +3.5% | -1.7% |
| 30D | -5.9% | +6.1% | -12.0% | -6.1% |
| 3M | +0.2% | +38.6% | -38.4% | -1.2% |
| 6M | +6.6% | +0.7% | +6.0% | +6.2% |
| YTD | -1.7% | +20.3% | -22.0% | -3.0% |
| 1Y | -1.7% | +25.0% | -26.8% | -3.3% |
| 3Y | +74.9% | +97.3% | -22.4% | +67.7% |
| 5Y | +36.0% | +78.3% | -42.4% | +30.1% |
| 10Y | +156.9% | +151.6% | +5.3% | +134.4% |
| All | +425.8% | +371.8% | +54.0% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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