-20.9%
RMD vs BHP
+110.7%
-131.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.4% | -3.6% | -0.8% | -3.8% |
| 30D | -3.1% | -1.2% | -2.0% | -3.0% |
| 3M | +13.8% | +1.2% | +12.6% | +13.2% |
| 6M | -8.6% | +21.4% | -30.0% | -13.2% |
| YTD | -8.6% | +50.4% | -59.1% | -17.8% |
| 1Y | -19.7% | +67.5% | -87.2% | -29.6% |
| 3Y | +48.4% | +72.8% | -24.4% | +26.5% |
| All | -20.9% | +110.7% | -131.6% | -35.7% |
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