-9.1%
BITO vs PH
+243.9%
-253.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +20.0% | -10.8% | +30.8% | +27.2% |
| 3M | +22.8% | +8.5% | +14.3% | +16.3% |
| 6M | +13.1% | +3.9% | +9.2% | +8.8% |
| YTD | -12.5% | +9.4% | -21.9% | -18.5% |
| 1Y | -32.6% | +26.8% | -59.4% | -42.8% |
| 3Y | +151.0% | +140.8% | +10.2% | +43.1% |
| All | -9.1% | +243.9% | -253.0% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling