+116.4%
HPE vs BITO
-25.7%
+142.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.9% | -8.6% | -6.2% |
| 7D | -17.0% | -1.9% | -15.0% | -16.6% |
| 30D | -26.7% | -6.7% | -20.0% | -25.8% |
| 3M | -4.1% | +23.1% | -27.2% | -7.8% |
| 6M | +75.4% | -2.0% | +77.5% | +76.0% |
| YTD | +111.0% | -11.4% | +122.4% | +113.3% |
| 1Y | +116.4% | -23.4% | +139.8% | +127.7% |
| All | +116.4% | -25.7% | +142.1% | +127.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling