-10.6%
BITO vs HLT
+120.9%
-131.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | -1.6% | -1.8% | -2.6% |
| 30D | +21.4% | -5.0% | +26.4% | +24.8% |
| 3M | +20.5% | -10.4% | +30.9% | +27.8% |
| 6M | +7.4% | +3.2% | +4.1% | +4.3% |
| YTD | -13.9% | +6.7% | -20.6% | -18.5% |
| 1Y | -35.1% | +10.3% | -45.3% | -40.1% |
| 3Y | +156.8% | +99.3% | +57.5% | +59.5% |
| All | -10.6% | +120.9% | -131.5% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling