+156.8%
BITO vs HPQ
+36.4%
+120.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.4% | -1.5% |
| 7D | -3.4% | +9.8% | -13.2% | -5.2% |
| 30D | +21.4% | +22.4% | -0.9% | +16.5% |
| 3M | +20.5% | +45.2% | -24.7% | +11.0% |
| 6M | +7.4% | +96.4% | -89.0% | -9.7% |
| YTD | -13.9% | +65.4% | -79.3% | -23.8% |
| 1Y | -35.1% | +31.6% | -66.6% | -38.6% |
| 3Y | +156.8% | +37.0% | +119.8% | +134.8% |
| All | +156.8% | +36.4% | +120.4% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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