-9.4%
BITO vs HSY
+8.6%
-17.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +1.1% | -3.0% | +4.0% | +0.9% |
| 30D | +21.8% | -5.0% | +26.8% | +21.4% |
| 3M | +25.0% | -1.3% | +26.3% | +25.0% |
| 6M | +11.3% | -21.5% | +32.8% | +10.3% |
| YTD | -12.7% | -3.3% | -9.4% | -13.1% |
| 1Y | -32.3% | -5.5% | -26.8% | -32.6% |
| 3Y | +150.3% | -9.9% | +160.3% | +152.9% |
| All | -9.4% | +8.6% | -17.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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