+30,424.6%
HD vs BKR
+575.7%
+29,848.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.1% | +3.9% | -15.0% | -11.8% |
| 3M | +2.0% | -1.1% | +3.1% | +1.9% |
| 6M | -10.5% | +7.6% | -18.1% | -12.3% |
| YTD | -6.9% | +41.9% | -48.7% | -13.5% |
| 1Y | -23.2% | +42.2% | -65.4% | -28.9% |
| 3Y | +3.1% | +84.3% | -81.2% | -10.5% |
| 5Y | +7.4% | +215.7% | -208.3% | -18.1% |
| 10Y | +205.0% | +130.9% | +74.1% | +128.6% |
| All | +30,424.6% | +575.7% | +29,848.9% | +14,693.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling