+61.0%
IBIT vs HST
+48.0%
+13.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.1% | -2.7% | +1.6% | +0.3% |
| 30D | -9.2% | +10.7% | -19.9% | -13.4% |
| 3M | +17.5% | +6.3% | +11.3% | +14.2% |
| 6M | -7.2% | +19.0% | -26.1% | -15.5% |
| YTD | -13.6% | +47.0% | -60.7% | -29.7% |
| 1Y | -25.1% | +53.4% | -78.6% | -40.6% |
| All | +61.0% | +48.0% | +13.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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