-2.2%
HD vs BITO
-8.3%
+6.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.8% | -3.4% | -0.4% | -3.5% |
| 30D | -9.4% | +21.4% | -30.9% | -11.2% |
| 3M | -4.6% | +20.5% | -25.1% | -6.5% |
| 6M | -10.1% | +7.4% | -17.5% | -10.9% |
| YTD | -8.3% | -13.9% | +5.5% | -7.5% |
| 1Y | -25.0% | -35.1% | +10.0% | -22.4% |
| 3Y | +1.5% | +156.8% | -155.3% | -13.0% |
| All | -2.2% | -8.3% | +6.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 10y: compounded portfolio wealth divided by compounded BITO 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…
10y analysis · Full analysis span regression · 6 months rolling