-10.6%
BITO vs HPQ
+47.8%
-58.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.4% | -2.6% |
| 7D | -3.4% | +9.8% | -13.2% | -6.3% |
| 30D | +21.4% | +22.4% | -0.9% | +13.3% |
| 3M | +20.5% | +45.2% | -24.7% | +5.5% |
| 6M | +7.4% | +96.4% | -89.0% | -17.6% |
| YTD | -13.9% | +65.4% | -79.3% | -29.4% |
| 1Y | -35.1% | +31.6% | -66.6% | -41.9% |
| 3Y | +156.8% | +37.0% | +119.8% | +114.6% |
| All | -10.6% | +47.8% | -58.4% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling