-7.4%
BITO vs ALHC
-28.4%
+21.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.4% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | +22.6% | -1.0% | +23.6% | +22.6% |
| 3M | +24.7% | -10.2% | +34.8% | +24.7% |
| 6M | +7.5% | -28.3% | +35.7% | +9.2% |
| YTD | -10.8% | -31.4% | +20.6% | -9.0% |
| 1Y | -29.9% | -16.9% | -13.0% | -30.2% |
| 3Y | +158.9% | +135.5% | +23.4% | +110.7% |
| All | -7.4% | -28.4% | +21.1% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling