+420.8%
RSG vs BHP
+496.8%
-76.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | 0.0% | -3.6% | +3.6% | +0.6% |
| 30D | +4.0% | -1.2% | +5.1% | +4.1% |
| 3M | +7.4% | +1.2% | +6.2% | +6.8% |
| 6M | +0.1% | +21.4% | -21.3% | -4.4% |
| YTD | +6.0% | +50.4% | -44.4% | -3.3% |
| 1Y | -3.0% | +67.5% | -70.5% | -13.7% |
| 3Y | +56.5% | +72.8% | -16.3% | +35.9% |
| 5Y | +90.9% | +112.6% | -21.7% | +52.9% |
| All | +420.8% | +496.8% | -76.0% | +219.5% |
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