-20.9%
BITO vs HAS
+58.1%
-79.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -9.2% | +1.4% | -10.6% | -9.6% |
| 30D | -15.9% | +26.3% | -42.2% | -22.1% |
| 3M | +7.3% | +25.6% | -18.3% | -0.6% |
| 6M | -15.2% | +30.3% | -45.4% | -22.8% |
| YTD | -23.8% | +50.4% | -74.1% | -34.7% |
| 1Y | -32.2% | +57.7% | -89.9% | -43.1% |
| 3Y | +55.1% | +213.4% | -158.3% | -5.6% |
| 5Y | -16.7% | +49.1% | -65.8% | -21.2% |
| All | -20.9% | +58.1% | -79.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling