-9.1%
BITO vs HDB
-38.6%
+29.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.2% | -0.7% |
| 7D | +1.5% | -2.0% | +3.6% | +2.3% |
| 30D | +20.0% | -4.9% | +24.9% | +22.2% |
| 3M | +22.8% | -2.3% | +25.1% | +22.8% |
| 6M | +13.1% | -23.7% | +36.8% | +24.3% |
| YTD | -12.5% | -38.5% | +26.0% | +4.2% |
| 1Y | -32.6% | -36.5% | +3.9% | -21.0% |
| 3Y | +151.0% | -28.5% | +179.5% | +172.2% |
| All | -9.1% | -38.6% | +29.5% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling