+156.8%
BITO vs HRB
+25.9%
+130.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.4% | -8.0% | +4.6% | -2.7% |
| 30D | +21.4% | -16.0% | +37.4% | +23.2% |
| 3M | +20.5% | +26.9% | -6.4% | +17.4% |
| 6M | +7.4% | +51.1% | -43.7% | +1.5% |
| YTD | -13.9% | +7.1% | -20.9% | -13.6% |
| 1Y | -35.1% | -9.6% | -25.4% | -32.8% |
| 3Y | +156.8% | +25.4% | +131.4% | +154.2% |
| All | +156.8% | +25.9% | +130.9% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling