+14.0%
RTX vs BHP
+53.5%
-39.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.4% |
| 7D | +1.4% | +2.4% | -1.0% | +1.2% |
| 30D | +7.8% | -5.4% | +13.2% | +8.5% |
| 3M | -9.8% | -6.9% | -2.9% | -9.2% |
| 6M | +13.5% | -4.3% | +17.9% | +13.3% |
| YTD | +10.9% | +41.6% | -30.7% | +2.0% |
| 1Y | +14.0% | +53.3% | -39.3% | +3.6% |
| All | +14.0% | +53.5% | -39.5% | +3.6% |
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