+1,992.3%
RSG vs BHP
+4,859.2%
-2,866.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | +3.7% | +4.0% | -0.4% | +2.7% |
| 3M | +6.2% | +11.3% | -5.1% | +3.1% |
| 6M | -2.8% | +29.3% | -32.1% | -9.4% |
| YTD | +5.9% | +59.2% | -53.3% | -6.2% |
| 1Y | -1.8% | +80.8% | -82.6% | -15.8% |
| 3Y | +57.5% | +88.0% | -30.5% | +31.4% |
| 5Y | +91.1% | +126.6% | -35.6% | +48.3% |
| 10Y | +428.1% | +515.7% | -87.7% | +207.9% |
| All | +1,992.3% | +4,859.2% | -2,866.9% | +717.2% |
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 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