+19.4%
BRO vs HBM
+327.6%
-308.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -7.3% | -3.3% | -4.0% | -7.2% |
| 30D | -6.9% | -4.8% | -2.0% | -6.8% |
| 3M | +10.7% | -0.4% | +11.1% | +10.6% |
| 6M | -2.7% | +17.9% | -20.6% | -4.2% |
| YTD | -16.3% | +33.7% | -50.0% | -18.9% |
| 1Y | -29.1% | +95.6% | -124.7% | -33.6% |
| 3Y | -7.8% | +458.1% | -466.0% | -24.8% |
| All | +19.4% | +327.6% | -308.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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