-10.6%
BITO vs HAL
+51.7%
-62.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | -3.3% | -0.1% | -2.7% |
| 30D | +21.4% | +8.2% | +13.3% | +19.1% |
| 3M | +20.5% | -9.4% | +29.9% | +22.9% |
| 6M | +7.4% | +0.6% | +6.7% | +6.1% |
| YTD | -13.9% | +28.6% | -42.4% | -20.1% |
| 1Y | -35.1% | +63.9% | -99.0% | -43.7% |
| 3Y | +156.8% | -7.1% | +164.0% | +150.8% |
| All | -10.6% | +51.7% | -62.3% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling