+156.8%
BITO vs HDB
-31.0%
+187.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -5.8% | -6.2% | +0.4% | -4.4% |
| 30D | +21.1% | -6.2% | +27.4% | +22.9% |
| 3M | +23.5% | -5.9% | +29.4% | +24.6% |
| 6M | +8.3% | -25.9% | +34.2% | +15.3% |
| YTD | -13.9% | -40.2% | +26.4% | -4.2% |
| 1Y | -34.5% | -38.0% | +3.5% | -27.9% |
| All | +156.8% | -31.0% | +187.8% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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