+569.2%
BKR vs HST
+1,331.9%
-762.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +0.4% | +2.0% | -1.6% | -0.2% |
| 30D | +3.9% | -5.2% | +9.1% | +5.6% |
| 3M | -1.1% | -6.2% | +5.2% | +0.7% |
| 6M | +7.6% | +20.4% | -12.8% | +0.4% |
| YTD | +41.9% | +30.6% | +11.3% | +28.7% |
| 1Y | +42.2% | +37.4% | +4.9% | +26.6% |
| 3Y | +84.3% | +66.1% | +18.1% | +52.6% |
| 5Y | +215.7% | +73.7% | +142.0% | +151.9% |
| 10Y | +130.9% | +99.8% | +31.1% | +72.8% |
| All | +569.2% | +1,331.9% | -762.7% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling