+156.8%
BITO vs HWM
+379.8%
-223.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | -5.8% | -12.5% | +6.7% | -2.1% |
| 30D | +21.1% | -19.0% | +40.1% | +28.4% |
| 3M | +23.5% | -8.6% | +32.1% | +25.5% |
| 6M | +8.3% | -10.2% | +18.4% | +10.0% |
| YTD | -13.9% | +11.3% | -25.2% | -18.9% |
| 1Y | -34.5% | +24.3% | -58.8% | -40.5% |
| All | +156.8% | +379.8% | -223.0% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling