+7.3%
HON vs BTSG
+389.4%
-382.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -3.5% | -3.3% | -0.2% | -3.0% |
| 30D | -13.8% | -1.6% | -12.2% | -13.6% |
| 3M | -11.7% | -6.9% | -4.8% | -11.4% |
| 6M | -18.7% | +42.1% | -60.8% | -23.2% |
| YTD | +0.2% | +56.8% | -56.6% | -6.8% |
| 1Y | -3.1% | +109.8% | -112.9% | -13.8% |
| All | +7.3% | +389.4% | -382.1% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling