+1,049.0%
RMBS vs BHP
+3,002.5%
-1,953.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +0.8% |
| 7D | +3.0% | +1.3% | +1.7% | +2.3% |
| 30D | -14.4% | +4.0% | -18.4% | -16.2% |
| 3M | -42.8% | +12.3% | -55.1% | -46.1% |
| 6M | -1.4% | +30.8% | -32.2% | -12.7% |
| YTD | -5.4% | +58.8% | -64.2% | -24.2% |
| 1Y | +18.6% | +76.8% | -58.3% | -9.5% |
| 3Y | +57.3% | +87.5% | -30.2% | +16.7% |
| 5Y | +265.7% | +123.9% | +141.8% | +140.7% |
| 10Y | +546.0% | +504.4% | +41.7% | +154.4% |
| All | +1,049.0% | +3,002.5% | -1,953.5% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling