-10.6%
BITO vs HST
+71.5%
-82.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -3.4% | +0.9% | -4.3% | -3.9% |
| 30D | +21.4% | -2.5% | +23.9% | +23.1% |
| 3M | +20.5% | -5.1% | +25.6% | +23.5% |
| 6M | +7.4% | +21.6% | -14.2% | -5.5% |
| YTD | -13.9% | +31.6% | -45.5% | -27.6% |
| 1Y | -35.1% | +36.1% | -71.2% | -46.9% |
| 3Y | +156.8% | +66.5% | +90.4% | +81.2% |
| All | -10.6% | +71.5% | -82.1% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling