+4.5%
HD vs BKR
+179.4%
-174.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.1% | -0.7% |
| 7D | -3.9% | -6.7% | +2.8% | -3.1% |
| 30D | -13.1% | -8.3% | -4.8% | -12.2% |
| 3M | -3.4% | -5.4% | +2.0% | -2.9% |
| 6M | -12.6% | +0.8% | -13.4% | -13.1% |
| YTD | -9.2% | +31.8% | -41.1% | -13.3% |
| 1Y | -23.9% | +28.6% | -52.5% | -27.2% |
| 3Y | +0.4% | +71.2% | -70.8% | -8.9% |
| 5Y | +4.5% | +179.2% | -174.7% | -11.4% |
| All | +4.5% | +179.4% | -174.8% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling