-20.9%
BITO vs HST
+98.5%
-119.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -9.2% | +3.6% | -12.8% | -11.1% |
| 30D | -15.9% | +11.2% | -27.1% | -20.9% |
| 3M | +7.3% | +13.1% | -5.8% | 0.0% |
| 6M | -15.2% | +23.9% | -39.1% | -25.7% |
| YTD | -23.8% | +52.3% | -76.1% | -41.1% |
| 1Y | -32.2% | +56.7% | -88.9% | -48.6% |
| 3Y | +55.1% | +87.5% | -32.4% | +2.8% |
| 5Y | -16.7% | +82.8% | -99.5% | -41.8% |
| All | -20.9% | +98.5% | -119.3% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling