+301.7%
HIG vs BRKR
+155.3%
+146.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.5% | -8.7% | +7.2% | 0.0% |
| 30D | -0.4% | -9.9% | +9.5% | +1.2% |
| 3M | +6.7% | -3.1% | +9.8% | +5.9% |
| 6M | +2.0% | +45.5% | -43.5% | -7.4% |
| YTD | +0.3% | +13.7% | -13.4% | -4.9% |
| 1Y | +4.2% | +67.4% | -63.2% | -9.5% |
| 3Y | +102.2% | -13.2% | +115.4% | +93.1% |
| 5Y | +118.5% | -39.5% | +158.0% | +124.9% |
| All | +301.7% | +155.3% | +146.4% | +181.2% |
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