-10.6%
BITO vs HBM
+262.1%
-272.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.5% | +6.2% | +0.6% |
| 7D | -5.8% | -3.7% | -2.1% | -5.0% |
| 30D | +21.1% | -3.7% | +24.8% | +22.1% |
| 3M | +23.5% | +8.0% | +15.5% | +20.0% |
| 6M | +8.3% | +15.8% | -7.5% | +1.8% |
| YTD | -13.9% | +34.4% | -48.2% | -23.0% |
| 1Y | -34.5% | +98.2% | -132.7% | -47.7% |
| 3Y | +147.0% | +476.6% | -329.6% | +34.1% |
| All | -10.6% | +262.1% | -272.6% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling