-10.6%
BITO vs HDB
-36.2%
+25.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.9% | -2.5% |
| 7D | -3.4% | +0.7% | -4.1% | -3.8% |
| 30D | +21.4% | +1.0% | +20.4% | +20.7% |
| 3M | +20.5% | -2.0% | +22.5% | +20.4% |
| 6M | +7.4% | -18.1% | +25.5% | +14.8% |
| YTD | -13.9% | -36.1% | +22.3% | +1.0% |
| 1Y | -35.1% | -34.0% | -1.0% | -25.0% |
| 3Y | +156.8% | -26.7% | +183.5% | +176.5% |
| All | -10.6% | -36.2% | +25.7% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling