+171.6%
BKR vs BHP
+110.7%
+60.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -7.0% | -3.6% | -3.4% | -5.4% |
| 30D | -8.1% | -1.2% | -6.9% | -7.8% |
| 3M | -6.6% | +1.2% | -7.8% | -7.7% |
| 6M | +0.9% | +21.4% | -20.5% | -9.0% |
| YTD | +31.1% | +50.4% | -19.3% | +6.7% |
| 1Y | +27.7% | +67.5% | -39.8% | -1.4% |
| 3Y | +71.2% | +72.8% | -1.6% | +26.1% |
| All | +171.6% | +110.7% | +60.9% | +81.5% |
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