+51.5%
RSP vs BHP
+121.9%
-70.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.5% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | -1.5% | +4.0% | -5.5% | -2.6% |
| 3M | +4.8% | +12.3% | -7.5% | +1.1% |
| 6M | +10.3% | +30.8% | -20.6% | +1.4% |
| YTD | +14.1% | +58.8% | -44.7% | -1.2% |
| 1Y | +17.0% | +76.8% | -59.8% | -2.0% |
| 3Y | +54.2% | +87.5% | -33.3% | +24.4% |
| 5Y | +51.5% | +123.9% | -72.4% | +15.5% |
| All | +51.5% | +121.9% | -70.4% | +15.5% |
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 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