-4.4%
RMD vs BHP
+119.2%
-123.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.5% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +2.1% | -4.5% | +6.6% | +3.0% |
| 3M | +6.2% | -6.9% | +13.1% | +7.5% |
| 6M | +19.4% | -10.6% | +29.9% | +21.2% |
| YTD | +0.5% | +37.2% | -36.7% | -8.3% |
| 1Y | -3.9% | +48.0% | -52.0% | -14.0% |
| 3Y | +72.5% | +52.6% | +20.0% | +50.1% |
| All | -4.4% | +119.2% | -123.5% | -24.2% |
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