Asset Allocation
Find the right asset allocation for Berkshire Hathaway Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Berkshire Hathaway Portfolio , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.37% | -0.01% | 9.16% | 8.64% | 25.22% | 19.78% | 11.99% | 13.88% |
Portfolio Berkshire Hathaway Portfolio | -0.31% | -0.65% | 11.25% | 10.76% | — | — | — | — |
| Portfolio components: | ||||||||
AAPL Apple Inc | -0.34% | -3.82% | 9.45% | 9.81% | 48.35% | 17.28% | 17.91% | 30.17% |
ALLY Ally Financial Inc. | 0.18% | 7.60% | 2.03% | -0.44% | 27.06% | 24.07% | 1.37% | 14.26% |
AXP American Express Company | 0.02% | 8.43% | -8.12% | -10.75% | 14.41% | 27.74% | 16.69% | 20.54% |
BAC Bank of America Corporation | 2.08% | 12.15% | 6.22% | 4.55% | 29.78% | 30.94% | 10.20% | 18.70% |
CB Chubb Limited | 0.56% | -0.51% | 4.82% | 5.22% | 16.04% | 20.56% | 17.03% | 12.20% |
COF Capital One Financial Corporation | -0.41% | 6.87% | -16.52% | -18.01% | 2.66% | 25.48% | 7.07% | 14.49% |
CVX Chevron Corporation | 0.82% | -8.55% | 17.05% | 19.09% | 21.96% | 9.49% | 15.13% | 10.13% |
DAL Delta Air Lines, Inc. | 2.07% | 12.84% | 24.47% | 19.87% | 84.21% | 27.48% | 14.42% | 10.68% |
DVA DaVita Inc. | 0.85% | 5.62% | 84.56% | 79.97% | 53.12% | 28.98% | 11.74% | 10.73% |
GOOG Alphabet Inc | -5.08% | -8.01% | 11.29% | 12.18% | 108.54% | 41.95% | 22.71% | 26.41% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 16, 2025, Berkshire Hathaway Portfolio 's average daily return is +0.08%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +6.2%, while the worst month was Dec 2025 at -0.7%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Berkshire Hathaway Portfolio closed higher 55% of trading days. The best single day was Feb 4, 2026 with a return of +1.6%, while the worst single day was Feb 12, 2026 at -2.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.86% | 1.44% | -0.14% | 6.15% | 2.71% | -0.12% | 11.25% | ||||||
| 2025 | -0.68% | -0.68% |
Benchmark Metrics
Berkshire Hathaway Portfolio has an annualized alpha of 13.23%, beta of 0.41, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since December 16, 2025.
- This portfolio captured 46.47% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -18.27%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.41 may look defensive, but with R2 of 0.28 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.28 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 13.23%
- Beta
- 0.41
- R²
- 0.28
- Upside Capture
- 46.47%
- Downside Capture
- -18.27%
Expense Ratio
Berkshire Hathaway Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Berkshire Hathaway Portfolio and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 2.03 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.75 | — |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 88 | 2.16 | 3.03 | 1.39 | 3.52 | 8.68 |
ALLY Ally Financial Inc. | 66 | 0.91 | 1.43 | 1.18 | 1.18 | 2.91 |
AXP American Express Company | 56 | 0.55 | 0.89 | 1.12 | 0.61 | 1.28 |
BAC Bank of America Corporation | 75 | 1.38 | 1.88 | 1.24 | 1.67 | 4.29 |
CB Chubb Limited | 68 | 0.91 | 1.42 | 1.17 | 1.72 | 3.88 |
COF Capital One Financial Corporation | 42 | 0.09 | 0.32 | 1.04 | 0.09 | 0.16 |
CVX Chevron Corporation | 68 | 0.98 | 1.42 | 1.18 | 1.30 | 3.64 |
DAL Delta Air Lines, Inc. | 88 | 2.05 | 2.94 | 1.33 | 3.70 | 11.81 |
DVA DaVita Inc. | 77 | 1.24 | 2.42 | 1.30 | 1.70 | 3.80 |
GOOG Alphabet Inc | 96 | 3.75 | 4.99 | 1.61 | 5.26 | 18.22 |
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Dividends
Dividend yield
Berkshire Hathaway Portfolio provided a 1.64% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.64% | 1.64% | 1.62% | 1.61% | 1.59% | 1.39% | 2.00% | 2.08% | 2.27% | 1.85% | 2.02% | 2.76% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.35% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
ALLY Ally Financial Inc. | 2.63% | 2.65% | 3.33% | 3.44% | 4.91% | 1.85% | 2.13% | 2.23% | 2.47% | 1.37% | 0.84% | 0.00% |
AXP American Express Company | 1.01% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
BAC Bank of America Corporation | 2.65% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
COF Capital One Financial Corporation | 1.49% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
CVX Chevron Corporation | 3.99% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
DAL Delta Air Lines, Inc. | 0.87% | 0.97% | 0.83% | 0.50% | 0.00% | 0.00% | 1.00% | 2.57% | 2.63% | 1.81% | 1.37% | 0.89% |
DVA DaVita Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Berkshire Hathaway Portfolio . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Berkshire Hathaway Portfolio was 4.99%, occurring on Mar 20, 2026. Recovery took 13 trading sessions.
The current Berkshire Hathaway Portfolio drawdown is 1.45%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -4.99%Mar 2026 | 1mo 9d | 20d | 1mo 29dFeb 2026 - Apr 2026 |
2026 pullback2026 | -3.25%Jan 2026 | 14d | 13d | 27dJan 2026 - Feb 2026 |
2026 pullback2026 | -1.76%Jun 2026 | 5d | — | 6d 4hJun 2026 - now |
2026 pullback2026 | -1.68%Jun 2026 | 8d | 12d | 20dMay 2026 - Jun 2026 |
2026 pullback2026 | -1.21%Apr 2026 | 1d | 6d | 7dApr 2026 - Apr 2026 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
The gist
The portfolio is a diversified conglomerate thesis in disguise: banks, consumer staples, big tech, and energy are all present, but the real center of gravity is financials plus a few very large single-name bets, so the diversification is real and also somewhat busy.
The numbers
- 24 positions produce an effective count of 8.48, so the portfolio behaves more like a handful of independent bets than a true 24-name basket.
- The diversification ratio is 2.39, at the 99.2th percentile on the platform, which is a strong reading of cross-sector spread.
- Mean pairwise correlation is 0.12; that is low enough to matter, though the 0.99 twin pairs show that some names are duplicates in the statistical sense.
The good
- The portfolio spans several distinct earnings engines: consumer staples, banks, integrated energy, big tech, and healthcare, which is how diversification usually earns its keep.
- Negative links between energy and some technology names help the math; Chevron (CVX) and Occidental Petroleum (OXY) sitting near Alphabet (GOOGL) and Alphabet (GOOG) at subzero correlations is the sort of thing the spreadsheet appreciates.
- The weight distribution is not absurdly concentrated; there are real medium-sized positions beyond the top two.
The bad
- Alphabet (GOOGL) and Alphabet (GOOG), plus Lyell-related share classes LLYVK and LLYVA, are effectively the same economic exposure, so part of the 24-name count is bookkeeping with nicer font.
- The financials block is large and internally tied together: American Express (AXP), Capital One (COF), Ally Financial (ALLY), Bank of America (BAC), and Chubb (CB) cluster around credit conditions and the consumer cycle.
- The portfolio’s correlations are low overall, but much of the diversification comes from mixing cyclical with defensive rather than from many unrelated idiosyncratic sleeves.
The ugly
- In a credit downturn with rising charge-offs, the financials cluster and the consumer names can start behaving like one trade, which is the old joke of diversification: many tickers, one macro variable.
- If oil and refined-products names weaken at the same time as cyclicals soften, CVX and OXY stop being diversifiers and become another shared factor with the rest of the portfolio.
Next steps
- Portfolios with this profile are often characterized by a few statistically duplicated positions alongside genuinely distinct sleeves, so the effective count tells the truer story than the raw count.
- The correlation structure would read differently with more exposure whose earnings are driven by rates, inflation, or commodities rather than consumer credit.
- The strongest diversification benefit here comes from cross-sector mixing; that is also where
Diversification Metrics
Number of Effective Assets
The portfolio contains 24 assets, with an effective number of assets of 8.48, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 2.40 |
The portfolio has a diversification ratio of 2.40, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
Berkshire Hathaway Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025 | 0.48 |
Benchmark Correlations
Correlation vs. S&P 500 Index. GOOGL has the highest benchmark correlation at 0.65, while KR has the lowest at -0.39.
Asset Correlations Table
Find what Berkshire Hathaway Portfolio is missing
See which holdings overlap, where Berkshire Hathaway Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification