-10.6%
BITO vs BHP
+125.0%
-135.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | -3.6% | +0.2% | -1.8% |
| 30D | +21.4% | -1.2% | +22.6% | +22.1% |
| 3M | +20.5% | +1.2% | +19.3% | +19.4% |
| 6M | +7.4% | +21.4% | -14.0% | -3.2% |
| YTD | -13.9% | +50.4% | -64.3% | -30.0% |
| 1Y | -35.1% | +67.5% | -102.6% | -50.0% |
| 3Y | +156.8% | +72.8% | +84.0% | +88.3% |
| All | -10.6% | +125.0% | -135.6% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling