+324.3%
BKR vs HDB
+3,626.5%
-3,302.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.2% |
| 7D | -1.5% | -4.9% | +3.3% | +0.1% |
| 30D | -0.7% | -5.8% | +5.2% | +1.3% |
| 3M | +0.5% | -5.2% | +5.7% | +1.6% |
| 6M | +6.6% | -25.7% | +32.3% | +16.4% |
| YTD | +41.3% | -39.6% | +80.8% | +65.0% |
| 1Y | +42.2% | -36.9% | +79.1% | +63.3% |
| 3Y | +83.4% | -29.7% | +113.2% | +98.8% |
| 5Y | +203.6% | -37.8% | +241.4% | +235.2% |
| 10Y | +139.9% | +33.7% | +106.2% | +94.4% |
| All | +324.3% | +3,626.5% | -3,302.2% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling