-75.0%
QS vs BHP
+110.7%
-185.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.1% |
| 7D | -3.6% | -3.6% | 0.0% | -1.0% |
| 30D | -17.2% | -1.2% | -16.1% | -16.7% |
| 3M | -27.0% | +1.2% | -28.2% | -28.1% |
| 6M | -24.6% | +21.4% | -46.0% | -34.6% |
| YTD | -49.3% | +50.4% | -99.7% | -62.6% |
| 1Y | -40.3% | +67.5% | -107.8% | -59.3% |
| 3Y | -23.8% | +72.8% | -96.6% | -49.7% |
| All | -75.0% | +110.7% | -185.7% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling