-29.9%
BITO vs USHY
+4.6%
-34.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.3% |
| 7D | +2.9% | -0.1% | +3.0% | +3.6% |
| 30D | +22.6% | +0.1% | +22.5% | +22.2% |
| 3M | +24.7% | +0.8% | +23.8% | +20.4% |
| 6M | +7.5% | +1.7% | +5.7% | +2.1% |
| YTD | -10.8% | +2.5% | -13.3% | -18.1% |
| 1Y | -29.9% | +4.4% | -34.3% | -39.7% |
| All | -29.9% | +4.6% | -34.5% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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