+10.5%
HD vs BITO
-18.9%
+29.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.5% |
| 7D | +1.5% | -9.2% | +10.7% | +2.4% |
| 30D | +18.0% | -15.9% | +33.9% | +19.9% |
| 3M | +2.8% | +7.3% | -4.5% | +1.8% |
| 6M | +17.0% | -15.2% | +32.2% | +18.4% |
| YTD | +3.5% | -23.8% | +27.3% | +5.5% |
| 1Y | -2.6% | -32.2% | +29.6% | +0.3% |
| 3Y | +30.7% | +55.1% | -24.3% | +18.9% |
| 5Y | +6.2% | -16.7% | +22.9% | -9.1% |
| All | +10.5% | -18.9% | +29.4% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling