+10.4%
HON vs BTSG
+421.3%
-410.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.1% |
| 7D | -0.8% | +5.7% | -6.6% | -1.6% |
| 30D | -15.2% | +0.2% | -15.4% | -15.3% |
| 3M | -6.0% | +5.6% | -11.6% | -7.2% |
| 6M | -14.9% | +50.8% | -65.7% | -20.3% |
| YTD | +3.2% | +67.0% | -63.9% | -4.9% |
| 1Y | 0.0% | +145.5% | -145.5% | -13.1% |
| All | +10.4% | +421.3% | -410.9% | -12.8% |
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