+156.8%
BITO vs HIG
+101.1%
+55.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | -1.5% | -2.0% | -3.1% |
| 30D | +21.4% | -0.4% | +21.8% | +21.5% |
| 3M | +20.5% | +6.7% | +13.8% | +18.0% |
| 6M | +7.4% | +2.0% | +5.4% | +6.4% |
| YTD | -13.9% | +0.3% | -14.2% | -14.3% |
| 1Y | -35.1% | +4.2% | -39.3% | -36.5% |
| 3Y | +156.8% | +102.2% | +54.6% | +79.5% |
| All | +156.8% | +101.1% | +55.7% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling