+55.1%
BITO vs HST
+87.2%
-32.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -9.2% | +3.6% | -12.8% | -10.8% |
| 30D | -15.9% | +11.2% | -27.1% | -20.1% |
| 3M | +7.3% | +13.1% | -5.8% | +1.2% |
| 6M | -15.2% | +23.9% | -39.1% | -24.3% |
| YTD | -23.8% | +52.3% | -76.1% | -39.0% |
| 1Y | -32.2% | +56.7% | -88.9% | -46.7% |
| 3Y | +55.1% | +87.5% | -32.4% | +24.0% |
| All | +55.1% | +87.2% | -32.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling