+1.7%
HON vs BTDR
+26.7%
-25.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.7% |
| 7D | -0.8% | +22.4% | -23.2% | -1.5% |
| 30D | -15.2% | +16.5% | -31.6% | -15.7% |
| 3M | -6.0% | -31.5% | +25.5% | -5.3% |
| 6M | -14.9% | +74.0% | -88.9% | -16.6% |
| YTD | +3.2% | +13.0% | -9.9% | +1.9% |
| 1Y | 0.0% | -0.2% | +0.3% | -1.7% |
| 3Y | +21.5% | +9.9% | +11.6% | +15.1% |
| 5Y | +4.0% | +28.1% | -24.1% | -1.9% |
| All | +1.7% | +26.7% | -25.0% | -4.5% |
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