-10.6%
BITO vs HTZ
-90.9%
+80.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -5.8% | -9.7% | +3.9% | -4.7% |
| 30D | +21.1% | -16.3% | +37.5% | +23.0% |
| 3M | +23.5% | -58.8% | +82.3% | +33.2% |
| 6M | +8.3% | -48.9% | +57.1% | +12.3% |
| YTD | -13.9% | -60.1% | +46.2% | -8.1% |
| 1Y | -34.5% | -65.0% | +30.4% | -29.9% |
| 3Y | +147.0% | -87.2% | +234.2% | +206.9% |
| All | -10.6% | -90.9% | +80.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HTZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling