-10.6%
BITO vs BHP
+125.5%
-136.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | +1.2% |
| 7D | -5.8% | -3.7% | -2.1% | -4.2% |
| 30D | +21.1% | -0.8% | +22.0% | +21.6% |
| 3M | +23.5% | +7.6% | +15.9% | +18.9% |
| 6M | +8.3% | +20.8% | -12.5% | -2.1% |
| YTD | -13.9% | +50.8% | -64.6% | -30.1% |
| 1Y | -34.5% | +70.9% | -105.5% | -50.1% |
| 3Y | +147.0% | +78.0% | +69.0% | +78.0% |
| All | -10.6% | +125.5% | -136.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling