+558.9%
RMBS vs BHP
+496.8%
+62.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.8% | -3.6% | +5.4% | +3.9% |
| 30D | -13.9% | -1.2% | -12.7% | -13.6% |
| 3M | -39.8% | +1.2% | -41.0% | -40.4% |
| 6M | -6.0% | +21.4% | -27.4% | -14.9% |
| YTD | -5.4% | +50.4% | -55.8% | -24.4% |
| 1Y | -1.8% | +67.5% | -69.3% | -25.8% |
| 3Y | +53.7% | +72.8% | -19.2% | +13.3% |
| 5Y | +268.5% | +112.6% | +155.9% | +135.2% |
| All | +558.9% | +496.8% | +62.0% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling