-12.9%
BITO vs HTZ
-92.7%
+79.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | +0.5% |
| 7D | -1.5% | -14.6% | +13.1% | +0.1% |
| 30D | -9.5% | -20.8% | +11.3% | -7.5% |
| 3M | +16.2% | -18.8% | +35.0% | +17.3% |
| 6M | -9.0% | -74.7% | +65.7% | +3.2% |
| YTD | -16.2% | -68.1% | +51.9% | -8.7% |
| 1Y | -27.6% | -73.5% | +45.9% | -19.5% |
| 3Y | +78.6% | -81.8% | +160.4% | +94.2% |
| 5Y | -4.0% | -95.2% | +91.2% | +32.1% |
| All | -12.9% | -92.7% | +79.8% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling