-29.9%
BITO vs BHP
+65.8%
-95.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.3% |
| 7D | +2.9% | -5.0% | +7.9% | +5.4% |
| 30D | +22.6% | +1.2% | +21.4% | +22.0% |
| 3M | +24.7% | +1.8% | +22.8% | +23.3% |
| 6M | +7.5% | +18.0% | -10.6% | -1.7% |
| YTD | -10.8% | +52.7% | -63.5% | -28.4% |
| 1Y | -29.9% | +66.0% | -95.9% | -45.5% |
| All | -29.9% | +65.8% | -95.7% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling