+521.9%
BKR vs BHP
+7,637.4%
-7,115.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.3% | -1.4% | -4.0% |
| 7D | -6.7% | -3.7% | -2.9% | -4.8% |
| 30D | -8.3% | -0.8% | -7.5% | -8.1% |
| 3M | -5.4% | +7.6% | -13.0% | -9.7% |
| 6M | +0.8% | +20.8% | -20.0% | -10.1% |
| YTD | +31.8% | +50.8% | -18.9% | +4.5% |
| 1Y | +28.6% | +70.9% | -42.3% | -4.8% |
| 3Y | +71.2% | +78.0% | -6.8% | +21.1% |
| 5Y | +179.2% | +113.1% | +66.1% | +74.8% |
| 10Y | +124.0% | +483.0% | -359.1% | -14.0% |
| All | +521.9% | +7,637.4% | -7,115.6% | +11.0% |
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