-35.1%
BITO vs HRB
-6.2%
-28.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.4% | -8.0% | +4.6% | -3.5% |
| 30D | +21.4% | -16.0% | +37.4% | +21.1% |
| 3M | +20.5% | +26.9% | -6.4% | +21.6% |
| 6M | +7.4% | +51.1% | -43.7% | +8.0% |
| YTD | -13.9% | +7.1% | -20.9% | -18.0% |
| 1Y | -35.1% | -9.6% | -25.4% | -41.0% |
| All | -35.1% | -6.2% | -28.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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