-29.9%
BITO vs HIG
+5.1%
-35.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.7% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +22.6% | -3.2% | +25.8% | +21.8% |
| 3M | +24.7% | +9.1% | +15.5% | +26.8% |
| 6M | +7.5% | -1.8% | +9.2% | +6.8% |
| YTD | -10.8% | +1.8% | -12.6% | -9.5% |
| 1Y | -29.9% | +4.6% | -34.5% | -27.8% |
| All | -29.9% | +5.1% | -35.0% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling