-16.2%
BITO vs THC
+258.4%
-274.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -9.2% | +1.0% | -10.2% | -9.4% |
| 30D | -15.9% | +5.3% | -21.2% | -16.9% |
| 3M | +7.3% | +7.1% | +0.2% | +5.6% |
| 6M | -15.2% | +46.0% | -61.2% | -22.7% |
| YTD | -23.8% | +43.9% | -67.7% | -31.0% |
| 1Y | -32.2% | +45.4% | -77.6% | -38.8% |
| 3Y | +55.1% | +421.3% | -366.2% | -10.8% |
| All | -16.2% | +258.4% | -274.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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