+152.8%
RTX vs BHP
+87.4%
+65.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -3.1% | +1.3% | -4.4% | -3.2% |
| 30D | -10.6% | +4.0% | -14.5% | -11.0% |
| 3M | +11.6% | +12.3% | -0.7% | +9.8% |
| 6M | -4.5% | +30.8% | -35.3% | -8.1% |
| YTD | +9.6% | +58.8% | -49.2% | +3.1% |
| 1Y | +30.8% | +76.8% | -46.0% | +21.5% |
| 3Y | +152.8% | +87.5% | +65.4% | +128.7% |
| All | +152.8% | +87.4% | +65.4% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling