+28.4%
RTX vs BHP
+65.8%
-37.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -5.2% | -5.0% | -0.2% | -4.5% |
| 30D | -9.4% | +1.2% | -10.5% | -9.6% |
| 3M | +12.3% | +1.8% | +10.4% | +11.6% |
| 6M | -3.1% | +18.0% | -21.1% | -6.4% |
| YTD | +10.7% | +52.7% | -42.1% | +3.1% |
| 1Y | +28.4% | +66.0% | -37.6% | +18.8% |
| All | +28.4% | +65.8% | -37.4% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling