-25.3%
QS vs BHP
+72.0%
-97.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +4.1% |
| 7D | -5.0% | -3.7% | -1.2% | -1.8% |
| 30D | -18.3% | -0.8% | -17.4% | -18.0% |
| 3M | -26.0% | +7.6% | -33.6% | -31.6% |
| 6M | -24.0% | +20.8% | -44.8% | -35.7% |
| YTD | -50.3% | +50.8% | -101.0% | -65.4% |
| 1Y | -38.0% | +70.9% | -108.9% | -61.4% |
| All | -25.3% | +72.0% | -97.2% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling