+156.8%
BITO vs PH
+133.8%
+23.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | -5.8% | -3.1% | -2.7% | -4.5% |
| 30D | +21.1% | -11.8% | +32.9% | +27.6% |
| 3M | +23.5% | +6.9% | +16.6% | +18.8% |
| 6M | +8.3% | -1.3% | +9.5% | +7.4% |
| YTD | -13.9% | +7.0% | -20.8% | -18.1% |
| 1Y | -34.5% | +23.1% | -57.6% | -42.5% |
| All | +156.8% | +133.8% | +23.0% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling