+764.1%
BRO vs HBM
+593.2%
+170.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | +0.3% |
| 7D | -8.6% | -3.7% | -4.9% | -8.4% |
| 30D | -6.9% | -3.7% | -3.3% | -6.8% |
| 3M | +10.5% | +8.0% | +2.5% | +9.0% |
| 6M | -2.8% | +15.8% | -18.6% | -5.4% |
| YTD | -16.1% | +34.4% | -50.5% | -20.0% |
| 1Y | -27.6% | +98.2% | -125.8% | -33.8% |
| 3Y | -7.3% | +476.6% | -483.9% | -25.8% |
| 5Y | +19.0% | +331.1% | -312.1% | -4.6% |
| 10Y | +292.7% | +591.6% | -298.9% | +169.6% |
| All | +764.1% | +593.2% | +170.8% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling