+179.2%
BKR vs HST
+72.0%
+107.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.1% | -6.8% |
| 7D | -6.7% | +0.7% | -7.3% | -6.9% |
| 30D | -8.3% | -0.7% | -7.7% | -8.2% |
| 3M | -5.4% | -4.0% | -1.4% | -4.4% |
| 6M | +0.8% | +20.7% | -19.9% | -7.8% |
| YTD | +31.8% | +31.0% | +0.8% | +16.2% |
| 1Y | +28.6% | +36.2% | -7.6% | +11.1% |
| 3Y | +71.2% | +66.6% | +4.6% | +33.7% |
| 5Y | +179.2% | +75.8% | +103.4% | +107.4% |
| All | +179.2% | +72.0% | +107.2% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling