+121.4%
BKR vs HST
+109.4%
+12.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.1% | -6.9% |
| 7D | -6.7% | +0.7% | -7.3% | -7.0% |
| 30D | -8.3% | -0.7% | -7.7% | -8.1% |
| 3M | -5.4% | -4.0% | -1.4% | -4.1% |
| 6M | +0.8% | +20.7% | -19.9% | -9.7% |
| YTD | +31.8% | +31.0% | +0.8% | +12.8% |
| 1Y | +28.6% | +36.2% | -7.6% | +7.3% |
| 3Y | +71.2% | +66.6% | +4.6% | +25.6% |
| 5Y | +179.2% | +75.8% | +103.4% | +87.7% |
| All | +121.4% | +109.4% | +12.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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