+171.6%
BKR vs HWM
+638.1%
-466.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -7.0% | -11.4% | +4.4% | -3.0% |
| 30D | -8.1% | -18.5% | +10.4% | -1.3% |
| 3M | -6.6% | -13.2% | +6.6% | -2.5% |
| 6M | +0.9% | -8.7% | +9.5% | +2.0% |
| YTD | +31.1% | +12.2% | +18.9% | +20.6% |
| 1Y | +27.7% | +24.9% | +2.8% | +11.4% |
| 3Y | +71.2% | +383.9% | -312.7% | -23.5% |
| All | +171.6% | +638.1% | -466.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling