-9.4%
BITO vs HST
+70.0%
-79.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +21.8% | -2.8% | +24.5% | +23.6% |
| 3M | +25.0% | -6.5% | +31.5% | +29.2% |
| 6M | +11.3% | +20.7% | -9.4% | -1.6% |
| YTD | -12.7% | +30.5% | -43.2% | -26.3% |
| 1Y | -32.3% | +36.8% | -69.1% | -44.8% |
| 3Y | +150.3% | +65.9% | +84.4% | +76.9% |
| All | -9.4% | +70.0% | -79.4% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling