+25.7%
QQQM vs BHP
+69.4%
-43.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.4% | -2.9% | +3.3% | +1.3% |
| 30D | +0.2% | +3.4% | -3.1% | -1.0% |
| 3M | -2.8% | +4.1% | -6.9% | -4.6% |
| 6M | +18.1% | +20.6% | -2.5% | +10.1% |
| YTD | +17.4% | +56.1% | -38.7% | +2.4% |
| 1Y | +25.7% | +69.6% | -43.9% | +6.6% |
| All | +25.7% | +69.4% | -43.7% | +6.6% |
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