+228.7%
HL vs BKR
+172.8%
+55.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -4.4% | -7.0% | +2.6% | -1.2% |
| 30D | +9.3% | -8.1% | +17.4% | +13.5% |
| 3M | +32.0% | -6.6% | +38.6% | +35.6% |
| 6M | -6.4% | +0.9% | -7.3% | -7.2% |
| YTD | +3.1% | +31.1% | -28.0% | -8.8% |
| 1Y | +77.6% | +27.7% | +49.9% | +58.3% |
| 3Y | +392.8% | +71.2% | +321.6% | +269.4% |
| All | +228.7% | +172.8% | +55.8% | +95.0% |
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