-20.9%
BITO vs ALHC
-61.1%
+40.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.4% |
| 7D | -9.2% | +0.3% | -9.5% | -9.3% |
| 30D | -15.9% | -10.6% | -5.4% | -15.1% |
| 3M | +7.3% | -45.3% | +52.6% | +12.9% |
| 6M | -15.2% | -59.7% | +44.5% | -9.0% |
| YTD | -23.8% | -62.7% | +39.0% | -18.1% |
| 1Y | -32.2% | -56.1% | +23.9% | -28.5% |
| 3Y | +55.1% | +21.3% | +33.8% | +35.0% |
| 5Y | -16.7% | -66.0% | +49.3% | -35.3% |
| All | -20.9% | -61.1% | +40.2% | -35.7% |
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