-10.6%
BITO vs PH
+241.9%
-252.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | -3.4% | -1.3% | -2.2% | -2.8% |
| 30D | +21.4% | -11.0% | +32.4% | +28.8% |
| 3M | +20.5% | +5.5% | +15.0% | +16.0% |
| 6M | +7.4% | +1.5% | +5.9% | +4.7% |
| YTD | -13.9% | +8.8% | -22.6% | -19.6% |
| 1Y | -35.1% | +24.5% | -59.6% | -44.3% |
| 3Y | +156.8% | +141.2% | +15.7% | +46.1% |
| All | -10.6% | +241.9% | -252.5% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling