-10.6%
BITO vs ALHC
-32.6%
+22.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.1% |
| 7D | -5.8% | -5.8% | 0.0% | -5.3% |
| 30D | +21.1% | -3.3% | +24.5% | +21.4% |
| 3M | +23.5% | -37.9% | +61.4% | +28.5% |
| 6M | +8.3% | -29.5% | +37.8% | +10.1% |
| YTD | -13.9% | -35.4% | +21.5% | -11.6% |
| 1Y | -34.5% | -22.4% | -12.1% | -34.3% |
| 3Y | +147.0% | +146.3% | +0.7% | +98.9% |
| All | -10.6% | -32.6% | +22.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling