+1,351.8%
QLD vs BHP
+368.2%
+983.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +1.3% |
| 7D | -10.3% | +0.9% | -11.2% | -10.8% |
| 30D | -26.1% | -6.3% | -19.8% | -22.3% |
| 3M | -17.8% | -7.1% | -10.6% | -13.5% |
| 6M | -15.6% | -3.2% | -12.4% | -14.0% |
| YTD | +5.4% | +37.9% | -32.5% | -18.2% |
| 1Y | +5.2% | +49.7% | -44.5% | -23.3% |
| 3Y | +139.4% | +51.7% | +87.8% | +68.8% |
| 5Y | +66.7% | +122.0% | -55.3% | -16.2% |
| All | +1,351.8% | +368.2% | +983.6% | +356.5% |
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