+14.7%
QLD vs BHP
+53.4%
-38.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.2% |
| 7D | -9.4% | -2.5% | -6.9% | -7.8% |
| 30D | -17.1% | -7.7% | -9.4% | -12.7% |
| 3M | -10.4% | -6.4% | -4.0% | -7.3% |
| 6M | +0.7% | +5.2% | -4.4% | -3.0% |
| YTD | +17.7% | +38.3% | -20.6% | -1.4% |
| 1Y | +14.7% | +53.4% | -38.7% | -12.2% |
| All | +14.7% | +53.4% | -38.8% | -12.2% |
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 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