-10.6%
BITO vs HBM
+260.3%
-270.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.4% | -3.3% | -0.2% | -2.7% |
| 30D | +21.4% | -4.8% | +26.2% | +22.8% |
| 3M | +20.5% | -0.4% | +20.9% | +19.7% |
| 6M | +7.4% | +17.9% | -10.5% | +0.5% |
| YTD | -13.9% | +33.7% | -47.6% | -22.9% |
| 1Y | -35.1% | +95.6% | -130.7% | -47.9% |
| 3Y | +156.8% | +458.1% | -301.3% | +41.0% |
| All | -10.6% | +260.3% | -270.9% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling