-9.4%
BITO vs THC
+315.9%
-325.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.1% |
| 7D | +1.1% | +4.1% | -3.0% | +0.2% |
| 30D | +21.8% | +3.5% | +18.2% | +20.9% |
| 3M | +25.0% | +61.7% | -36.7% | +12.0% |
| 6M | +11.3% | +11.8% | -0.5% | +7.7% |
| YTD | -12.7% | +35.4% | -48.1% | -19.5% |
| 1Y | -32.3% | +37.0% | -69.3% | -38.0% |
| 3Y | +150.3% | +260.1% | -109.7% | +66.4% |
| All | -9.4% | +315.9% | -325.2% | -37.6% |
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