-29.9%
BITO vs HWM
+48.6%
-78.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +2.9% | -2.1% | +5.0% | +3.3% |
| 30D | +22.6% | -11.0% | +33.6% | +26.6% |
| 3M | +24.7% | +4.0% | +20.6% | +20.8% |
| 6M | +7.5% | -0.2% | +7.7% | +5.8% |
| YTD | -10.8% | +26.7% | -37.4% | -23.4% |
| 1Y | -29.9% | +44.7% | -74.6% | -39.8% |
| All | -29.9% | +48.6% | -78.5% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling