-10.6%
BITO vs FHN
+69.9%
-80.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | +21.4% | -4.8% | +26.2% | +22.6% |
| 3M | +20.5% | -0.7% | +21.2% | +20.4% |
| 6M | +7.4% | +10.6% | -3.2% | +4.7% |
| YTD | -13.9% | +4.6% | -18.5% | -15.0% |
| 1Y | -35.1% | +11.4% | -46.4% | -36.9% |
| 3Y | +156.8% | +132.3% | +24.6% | +125.9% |
| All | -10.6% | +69.9% | -80.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling