-29.9%
BITO vs PH
+30.5%
-60.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +2.9% | -3.1% | +5.9% | +3.2% |
| 30D | +22.6% | -3.2% | +25.8% | +22.7% |
| 3M | +24.7% | +10.6% | +14.1% | +21.5% |
| 6M | +7.5% | -2.1% | +9.6% | +7.8% |
| YTD | -10.8% | +10.2% | -21.0% | -12.7% |
| 1Y | -29.9% | +28.2% | -58.1% | -34.1% |
| All | -29.9% | +30.5% | -60.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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