-16.2%
BITO vs HWM
+591.3%
-607.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -9.2% | +7.3% | -16.5% | -11.8% |
| 30D | -15.9% | +1.6% | -17.5% | -16.9% |
| 3M | +7.3% | -21.9% | +29.2% | +17.3% |
| 6M | -15.2% | -19.0% | +3.8% | -9.2% |
| YTD | -23.8% | +7.9% | -31.7% | -29.2% |
| 1Y | -32.2% | +9.9% | -42.1% | -37.6% |
| 3Y | +55.1% | +342.1% | -287.1% | -33.2% |
| All | -16.2% | +591.3% | -607.5% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling