-43.5%
QS vs BHP
+163.1%
-206.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.9% |
| 7D | +2.2% | +1.3% | +0.9% | +1.4% |
| 30D | -8.1% | +4.0% | -12.0% | -10.3% |
| 3M | -27.0% | +12.3% | -39.3% | -32.3% |
| 6M | -16.4% | +30.8% | -47.3% | -28.2% |
| YTD | -46.4% | +58.8% | -105.1% | -58.6% |
| 1Y | -41.1% | +76.8% | -117.9% | -57.1% |
| 3Y | -18.6% | +87.5% | -106.1% | -42.6% |
| 5Y | -73.0% | +123.9% | -196.9% | -82.0% |
| All | -43.5% | +163.1% | -206.6% | -64.0% |
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