+71.2%
BKR vs BHP
+71.6%
-0.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -7.0% | -3.6% | -3.4% | -5.7% |
| 30D | -8.1% | -1.2% | -6.9% | -7.8% |
| 3M | -6.6% | +1.2% | -7.8% | -7.4% |
| 6M | +0.9% | +21.4% | -20.5% | -7.6% |
| YTD | +31.1% | +50.4% | -19.3% | +9.6% |
| 1Y | +27.7% | +67.5% | -39.8% | +2.0% |
| 3Y | +71.2% | +72.8% | -1.6% | +27.7% |
| All | +71.2% | +71.6% | -0.4% | +27.7% |
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