-23.4%
BITO vs HST
+76.4%
-99.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.5% |
| 7D | -1.9% | +3.3% | -5.3% | -2.8% |
| 30D | -6.7% | +16.4% | -23.1% | -10.4% |
| 3M | +23.1% | +5.5% | +17.6% | +21.0% |
| 6M | -2.0% | +31.1% | -33.2% | -10.4% |
| YTD | -11.4% | +55.9% | -67.3% | -21.4% |
| 1Y | -23.4% | +75.6% | -99.0% | -33.2% |
| All | -23.4% | +76.4% | -99.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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