-10.6%
BITO vs HCA
+77.9%
-88.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -3.4% | +5.4% | -8.9% | -4.4% |
| 30D | +21.4% | +3.0% | +18.4% | +20.7% |
| 3M | +20.5% | +13.0% | +7.5% | +17.5% |
| 6M | +7.4% | -20.3% | +27.6% | +11.8% |
| YTD | -13.9% | -8.2% | -5.6% | -13.0% |
| 1Y | -35.1% | +6.7% | -41.8% | -36.7% |
| 3Y | +156.8% | +60.4% | +96.4% | +114.0% |
| All | -10.6% | +77.9% | -88.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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