+120.2%
BKR vs HCA
+511.6%
-391.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -1.1% |
| 7D | -7.0% | +5.4% | -12.4% | -8.8% |
| 30D | -8.1% | +3.0% | -11.1% | -9.3% |
| 3M | -6.6% | +13.0% | -19.6% | -11.6% |
| 6M | +0.9% | -20.3% | +21.1% | +8.0% |
| YTD | +31.1% | -8.2% | +39.3% | +32.3% |
| 1Y | +27.7% | +6.7% | +21.0% | +20.7% |
| 3Y | +71.2% | +60.4% | +10.8% | +30.9% |
| 5Y | +177.6% | +73.4% | +104.2% | +94.9% |
| All | +120.2% | +511.6% | -391.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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