-10.6%
BITO vs ALHC
-33.4%
+22.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -3.4% | -6.9% | +3.4% | -2.8% |
| 30D | +21.4% | -6.7% | +28.1% | +22.1% |
| 3M | +20.5% | -37.7% | +58.2% | +25.4% |
| 6M | +7.4% | -30.0% | +37.4% | +9.3% |
| YTD | -13.9% | -36.2% | +22.3% | -11.5% |
| 1Y | -35.1% | -22.9% | -12.2% | -34.8% |
| 3Y | +156.8% | +138.4% | +18.5% | +107.8% |
| All | -10.6% | -33.4% | +22.8% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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