+588.2%
HBM vs BRKR
+155.3%
+432.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -3.3% | -8.7% | +5.4% | +0.3% |
| 30D | -4.8% | -9.9% | +5.0% | -0.7% |
| 3M | -0.4% | -3.1% | +2.7% | -2.2% |
| 6M | +17.9% | +45.5% | -27.6% | -3.7% |
| YTD | +33.7% | +13.7% | +20.0% | +20.3% |
| 1Y | +95.6% | +67.4% | +28.2% | +45.6% |
| 3Y | +458.1% | -13.2% | +471.3% | +419.7% |
| 5Y | +329.0% | -39.5% | +368.5% | +362.8% |
| All | +588.2% | +155.3% | +432.9% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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