-29.5%
BITO vs HLT
+42.8%
-72.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.2% | -4.6% |
| 7D | -5.9% | +3.6% | -9.5% | -6.6% |
| 30D | -11.5% | +14.6% | -26.1% | -13.9% |
| 3M | +15.6% | +13.9% | +1.7% | +12.2% |
| 6M | -8.9% | +18.3% | -27.2% | -12.4% |
| YTD | -15.9% | +28.9% | -44.7% | -20.3% |
| 1Y | -29.5% | +40.0% | -69.6% | -33.9% |
| All | -29.5% | +42.8% | -72.3% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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