-10.6%
BITO vs PHM
+150.1%
-160.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | -3.4% | -5.0% | +1.5% | -1.7% |
| 30D | +21.4% | -8.4% | +29.9% | +25.2% |
| 3M | +20.5% | -4.4% | +24.9% | +21.5% |
| 6M | +7.4% | -3.7% | +11.1% | +7.4% |
| YTD | -13.9% | +1.3% | -15.2% | -16.5% |
| 1Y | -35.1% | -14.0% | -21.0% | -32.9% |
| 3Y | +156.8% | +48.1% | +108.7% | +98.0% |
| All | -10.6% | +150.1% | -160.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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