-9.4%
BITO vs PHM
+151.6%
-160.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | +1.1% | -3.9% | +4.9% | +2.5% |
| 30D | +21.8% | -8.6% | +30.3% | +25.6% |
| 3M | +25.0% | -2.9% | +27.9% | +25.2% |
| 6M | +11.3% | -5.7% | +17.1% | +12.3% |
| YTD | -12.7% | +1.9% | -14.6% | -15.6% |
| 1Y | -32.3% | -12.3% | -20.0% | -30.6% |
| 3Y | +150.3% | +50.8% | +99.6% | +91.3% |
| All | -9.4% | +151.6% | -160.9% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling