+173.2%
BKR vs HDB
-38.7%
+211.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.5% |
| 7D | -6.7% | -6.2% | -0.5% | -5.7% |
| 30D | -8.3% | -6.2% | -2.1% | -7.4% |
| 3M | -5.4% | -5.9% | +0.5% | -4.9% |
| 6M | +0.8% | -25.9% | +26.7% | +5.8% |
| YTD | +31.8% | -40.2% | +72.1% | +44.1% |
| 1Y | +28.6% | -38.0% | +66.6% | +39.3% |
| 3Y | +71.2% | -30.5% | +101.7% | +79.7% |
| All | +173.2% | -38.7% | +211.9% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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