-7.4%
BITO vs THC
+309.7%
-317.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.6% |
| 7D | +2.9% | -0.7% | +3.5% | +3.0% |
| 30D | +22.6% | +1.3% | +21.3% | +22.2% |
| 3M | +24.7% | +64.2% | -39.6% | +11.3% |
| 6M | +7.5% | +8.3% | -0.8% | +4.7% |
| YTD | -10.8% | +33.4% | -44.2% | -17.4% |
| 1Y | -29.9% | +37.7% | -67.6% | -35.9% |
| 3Y | +158.9% | +236.8% | -77.9% | +75.6% |
| All | -7.4% | +309.7% | -317.0% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling