+18.9%
HYG vs BITO
-8.3%
+27.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -3.4% | +2.7% | -0.5% |
| 30D | -0.7% | +21.4% | -22.1% | -1.7% |
| 3M | -0.2% | +20.5% | -20.7% | -1.2% |
| 6M | +1.4% | +7.4% | -6.0% | +0.9% |
| YTD | +1.5% | -13.9% | +15.3% | +1.9% |
| 1Y | +2.9% | -35.1% | +38.0% | +4.7% |
| 3Y | +25.6% | +156.8% | -131.2% | +15.9% |
| All | +18.9% | -8.3% | +27.2% | +12.4% |
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