+8,175.3%
QLD vs BHP
+495.9%
+7,679.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | +0.7% |
| 7D | +12.5% | +2.5% | +10.0% | +10.7% |
| 30D | -15.7% | -5.2% | -10.5% | -12.2% |
| 3M | -11.9% | -8.7% | -3.2% | -6.3% |
| 6M | -10.3% | -6.9% | -3.4% | -5.9% |
| YTD | +15.6% | +39.0% | -23.4% | -9.5% |
| 1Y | +12.1% | +48.9% | -36.8% | -16.5% |
| 3Y | +150.7% | +55.4% | +95.3% | +78.6% |
| 5Y | +86.6% | +119.2% | -32.6% | +0.8% |
| 10Y | +1,509.7% | +340.5% | +1,169.2% | +419.9% |
| All | +8,175.3% | +495.9% | +7,679.3% | +1,838.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling