-9.1%
BITO vs HWM
+666.9%
-676.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.7% | +8.8% | +2.5% |
| 7D | +1.5% | -9.2% | +10.7% | +5.4% |
| 30D | +20.0% | -17.9% | +37.9% | +29.1% |
| 3M | +22.8% | -6.0% | +28.8% | +24.0% |
| 6M | +13.1% | -7.4% | +20.4% | +14.1% |
| YTD | -12.5% | +13.1% | -25.6% | -19.6% |
| 1Y | -32.6% | +29.3% | -61.9% | -41.8% |
| 3Y | +151.0% | +389.9% | -238.9% | +6.1% |
| All | -9.1% | +666.9% | -676.0% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling