+98.9%
BKR vs HWM
+1,301.3%
-1,202.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.6% | -5.8% |
| 7D | -6.7% | -12.5% | +5.8% | -1.4% |
| 30D | -8.3% | -19.0% | +10.6% | -0.2% |
| 3M | -5.4% | -8.6% | +3.2% | -2.9% |
| 6M | +0.8% | -10.2% | +11.0% | +3.0% |
| YTD | +31.8% | +11.3% | +20.5% | +21.6% |
| 1Y | +28.6% | +24.3% | +4.3% | +12.2% |
| 3Y | +71.2% | +382.3% | -311.0% | -23.7% |
| 5Y | +179.2% | +640.6% | -461.4% | -0.2% |
| All | +98.9% | +1,301.3% | -1,202.4% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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