+156.8%
BITO vs HAL
-7.2%
+164.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -0.8% |
| 7D | -5.8% | -3.3% | -2.5% | -5.3% |
| 30D | +21.1% | +7.2% | +13.9% | +19.6% |
| 3M | +23.5% | -8.8% | +32.3% | +25.5% |
| 6M | +8.3% | +3.0% | +5.3% | +6.7% |
| YTD | -13.9% | +29.4% | -43.3% | -19.3% |
| 1Y | -34.5% | +62.8% | -97.4% | -41.9% |
| All | +156.8% | -7.2% | +164.1% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 3y: compounded portfolio wealth divided by compounded HAL 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…
3y analysis · Full analysis span regression · 6 months rolling