-4.6%
HD vs BKR
+5.7%
-10.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.5% | +12.1% | +6.1% |
| 7D | +11.9% | -8.8% | +20.7% | +11.3% |
| 30D | +26.4% | -13.1% | +39.5% | +25.8% |
| 3M | +2.8% | -18.9% | +21.7% | +2.4% |
| 6M | +15.5% | -27.2% | +42.7% | +16.5% |
| YTD | +5.5% | +10.7% | -5.2% | +0.8% |
| 1Y | -4.6% | +9.7% | -14.2% | -9.5% |
| All | -4.6% | +5.7% | -10.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling