+230.9%
QCOM vs BHP
+363.1%
-132.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | -0.1% | +1.8% |
| 7D | +5.8% | +3.5% | +2.3% | +4.1% |
| 30D | -2.3% | -4.5% | +2.2% | +0.1% |
| 3M | +2.7% | -6.4% | +9.1% | +5.8% |
| 6M | -21.0% | -0.1% | -21.0% | -21.3% |
| YTD | +1.8% | +43.0% | -41.2% | -15.6% |
| 1Y | +2.4% | +56.5% | -54.1% | -18.9% |
| 3Y | +52.1% | +62.0% | -9.9% | +16.9% |
| 5Y | +14.6% | +130.4% | -115.7% | -27.6% |
| 10Y | +230.9% | +349.1% | -118.2% | +52.8% |
| All | +230.9% | +363.1% | -132.2% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling