+1,564.8%
QQQ vs BHP
+5,302.7%
-3,737.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | -0.6% | +4.0% | -4.7% | -2.1% |
| 3M | +1.3% | +11.3% | -9.9% | -2.6% |
| 6M | +18.1% | +29.3% | -11.2% | +7.6% |
| YTD | +16.9% | +59.2% | -42.3% | -1.2% |
| 1Y | +24.0% | +80.8% | -56.9% | +0.2% |
| 3Y | +95.6% | +88.0% | +7.6% | +53.6% |
| 5Y | +94.5% | +126.6% | -32.1% | +39.4% |
| 10Y | +571.7% | +515.7% | +56.0% | +228.7% |
| All | +1,564.8% | +5,302.7% | -3,737.9% | +266.5% |
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