+41.9%
HBAN vs BTSG
+382.3%
-340.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +1.7% |
| 7D | -1.9% | -5.8% | +3.8% | -1.0% |
| 30D | -5.9% | 0.0% | -5.8% | -6.0% |
| 3M | +0.2% | -4.5% | +4.7% | +0.1% |
| 6M | +6.6% | +40.0% | -33.4% | -1.9% |
| YTD | -1.7% | +54.6% | -56.3% | -11.7% |
| 1Y | -1.7% | +106.1% | -107.8% | -17.2% |
| All | +41.9% | +382.3% | -340.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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