+242.6%
QCOM vs BHP
+333.8%
-91.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.0% |
| 7D | +4.3% | -0.5% | +4.8% | +4.5% |
| 30D | -0.1% | -4.5% | +4.4% | +2.4% |
| 3M | +5.2% | -6.9% | +12.1% | +8.8% |
| 6M | -18.4% | -10.6% | -7.8% | -14.1% |
| YTD | +2.4% | +37.2% | -34.8% | -13.4% |
| 1Y | +0.9% | +48.0% | -47.1% | -17.9% |
| 3Y | +48.4% | +52.6% | -4.2% | +17.3% |
| 5Y | +16.6% | +116.5% | -99.9% | -24.2% |
| All | +242.6% | +333.8% | -91.1% | +61.2% |
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