+120.2%
BKR vs HBM
+619.2%
-499.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -7.0% | -3.3% | -3.7% | -6.1% |
| 30D | -8.1% | -4.8% | -3.3% | -7.2% |
| 3M | -6.6% | -0.4% | -6.2% | -7.8% |
| 6M | +0.9% | +17.9% | -17.0% | -6.9% |
| YTD | +31.1% | +33.7% | -2.6% | +15.2% |
| 1Y | +27.7% | +95.6% | -67.9% | -0.8% |
| 3Y | +71.2% | +458.1% | -386.9% | -8.9% |
| 5Y | +177.6% | +329.0% | -151.4% | +49.5% |
| All | +120.2% | +619.2% | -499.0% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling