+156.8%
BITO vs HBM
+458.1%
-301.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.4% | -3.3% | -0.2% | -2.9% |
| 30D | +21.4% | -4.8% | +26.2% | +22.5% |
| 3M | +20.5% | -0.4% | +20.9% | +19.9% |
| 6M | +7.4% | +17.9% | -10.5% | +2.4% |
| YTD | -13.9% | +33.7% | -47.6% | -20.3% |
| 1Y | -35.1% | +95.6% | -130.7% | -44.2% |
| 3Y | +156.8% | +458.1% | -301.3% | +85.0% |
| All | +156.8% | +458.1% | -301.3% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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