+271.4%
RMBS vs BHP
+123.9%
+147.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.5% | +0.9% | +2.6% | +2.9% |
| 30D | -8.6% | +4.0% | -12.6% | -11.0% |
| 3M | -40.3% | +11.3% | -51.6% | -44.3% |
| 6M | -1.0% | +29.3% | -30.3% | -14.1% |
| YTD | -4.6% | +59.2% | -63.8% | -26.7% |
| 1Y | +17.6% | +80.8% | -63.3% | -15.5% |
| 3Y | +58.6% | +88.0% | -29.3% | +10.3% |
| All | +271.4% | +123.9% | +147.5% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling