Asset Allocation
Benchmark: S&P 500 Index · Rebalance: Every 3 months
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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Compare your portfolio against anything
Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 20.07% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio Berkshire Hathaway Portfolio | -1.42% | 2.12% | 17.08% | 18.10% | — | — | — | — | — |
| Portfolio components: | |||||||||
AAPL Apple Inc | -7.35% | 0.09% | 19.27% | 13.84% | 53.24% | 16.99% | 16.79% | 29.23% | 19.30% |
ALLY Ally Financial Inc. | 0.35% | -3.73% | 4.64% | -2.31% | 20.40% | 16.21% | -0.06% | 12.48% | 7.27% |
AXP American Express Company | -0.38% | -4.46% | -3.96% | -8.37% | 15.49% | 27.08% | 15.94% | 19.78% | 10.08% |
BAC Bank of America Corporation | 0.36% | 5.48% | 17.71% | 13.86% | 38.63% | 28.30% | 12.79% | 18.54% | 8.33% |
CB Chubb Limited | 0.15% | -2.90% | 13.97% | 13.04% | 32.82% | 21.57% | 17.48% | 12.89% | 11.11% |
COF Capital One Financial Corporation | -0.54% | 1.90% | -3.75% | -13.06% | 2.23% | 23.49% | 7.22% | 14.17% | 13.57% |
CVX Chevron Corporation | 2.35% | 16.33% | 13.38% | 31.60% | 35.45% | 11.23% | 18.87% | 11.68% | 10.44% |
DAL Delta Air Lines, Inc. | -1.30% | -5.49% | 33.75% | 26.98% | 72.81% | 25.80% | 17.82% | 10.53% | 8.36% |
DVA DaVita Inc. | 0.51% | 2.21% | 119.58% | 111.33% | 73.38% | 32.85% | 14.83% | 12.19% | 14.77% |
GOOG Alphabet Inc | 6.88% | 0.13% | 5.49% | 13.80% | 88.30% | 39.73% | 21.62% | 25.03% | 22.84% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 16, 2025, Berkshire Hathaway Portfolio 's average daily return is +0.10%, while the average monthly return is +2.05%. At this rate, an investment would double in approximately 2.8 years.
Historically, 63% of months were positive and 38% were negative. The best month was Jul 2026 with a return of +6.4%, 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 56% of trading days. The best single day was Jul 2, 2026 with a return of +2.5%, 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% | -0.38% | 6.43% | 18.10% | |||||
| 2025 | -0.68% | -0.68% |
Benchmark Metrics
Berkshire Hathaway Portfolio has an annualized alpha of 23.00%, beta of 0.36, and R2 of 0.17 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 -121.42%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.36 may look defensive, but with R2 of 0.17 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 0.17 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
- 23.00%
- Beta
- 0.36
- R²
- 0.17
- Upside Capture
- 46.47%
- Downside Capture
- -121.42%
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
Risk / Return 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 | — | 1.42 | — |
| Sortino ratioReturn per unit of downside risk | — | 1.98 | — |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.00 | — |
| Martin ratioReturn relative to average drawdown | — | 8.49 | — |
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 | 89 | 1.92 | 2.57 | 1.35 | 3.60 | 8.56 |
ALLY Ally Financial Inc. | 63 | 0.63 | 1.07 | 1.13 | 0.82 | 2.04 |
AXP American Express Company | 58 | 0.51 | 0.84 | 1.11 | 0.57 | 1.18 |
BAC Bank of America Corporation | 81 | 1.56 | 2.09 | 1.27 | 1.90 | 5.00 |
CB Chubb Limited | 88 | 1.75 | 2.55 | 1.32 | 3.60 | 9.94 |
COF Capital One Financial Corporation | 40 | -0.04 | 0.16 | 1.02 | -0.04 | -0.08 |
CVX Chevron Corporation | 80 | 1.55 | 2.09 | 1.27 | 1.70 | 4.61 |
DAL Delta Air Lines, Inc. | 86 | 1.66 | 2.46 | 1.28 | 2.90 | 9.15 |
DVA DaVita Inc. | 88 | 1.69 | 3.05 | 1.39 | 2.74 | 7.07 |
GOOG Alphabet Inc | 94 | 2.71 | 3.75 | 1.46 | 4.14 | 11.53 |
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Dividends
Dividend yield
Berkshire Hathaway Portfolio provided a 1.46% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.46% | 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 | 0.34% | 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. | 2.77% | 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 | 1.05% | 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 | 1.81% | 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 | 1.12% | 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 | 1.44% | 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 | 3.55% | 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. | 0.89% | 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 1.91%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-4.99%Mar 2026 | 1mo 9d | 20d | 1mo 29dFeb 2026 - Apr 2026 | — |
-3.25%Jan 2026 | 14d | 13d | 27dJan 2026 - Feb 2026 | — |
-2.88%Jun 2026 | 8d | 7d | 15dJun 2026 - Jul 2026 | — |
-2.76%Jul 2026 | 6d | — | 16dJul 2026 - now | — |
-1.68%Jun 2026 | 8d | 12d | 20dMay 2026 - Jun 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 large-cap U.S. equity sleeve with a heavy financials and brand-name dividend tilt, plus a smaller energy pair; it is diversified across sectors, but the real bet is on a fairly compact set of economic drivers.
The numbers
- 24 holdings, but an effective asset count of 8.48; that is broad on paper and moderately concentrated in practice.
- Diversification ratio is 2.36, in the 99.1th percentile on the platform, so the weights are pulling in more than enough uncorrelated behavior to matter.
- Mean pairwise correlation is 0.13; the portfolio is not one single trade, though several sleeves are clearly family members.
The good
- The sector spread is real: Technology, Financial Services, Consumer Defensive, Energy, Communication Services, and a few smaller satellites.
- Cross-sector offsets exist, especially around CVX/OXY versus the financial cluster; to be fair, that keeps the portfolio from becoming a pure factor monoculture.
- The low-weight names are not decorative. They create some separation in the correlation map without dominating the risk.
The bad
- Financial Services is the main organism here: AXP, BAC, CB, MCO, COF, ALLY, plus some indirect linkage through DAL and AAPL, so a credit-and-curve shock would not need much imagination.
- The biggest position, Apple (AAPL), is only partly diversified by the rest of the book; its 0.68 correlation-to-portfolio is what an anchor looks like when it is also a stock.
- Alphabet (GOOGL/GOOG) and Liberty Live (LLYVK/LLYVA) are duplicated exposures in all but ticker.
The ugly
- A scenario with higher credit losses, weaker loan growth, and softer capital markets would hit the financial cluster together, which is where much of the portfolio’s common risk lives.
- A commodity-down, airline-sensitive macro shock would also make the CVX/OXY hedge look less clever and more just another correlated equity pair.
Next steps
- Portfolios with this structure are often described more cleanly as a collection of factor sleeves than as a sector mosaic.
- The correlation map suggests that the strongest diversification comes from the cross-sleeve offsets, not from any one holding behaving independently.
- The 1-year version of this data would be worth comparing, because these are the kind of names whose correlations can rise when macro trading gets crowded.
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 creates substantial concentration risk.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 2.36 |
The portfolio has a diversification ratio of 2.36, 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 | 0.39 |
Benchmark Correlations
Correlation vs. S&P 500 Index. GOOG has the highest benchmark correlation at 0.60, while KR has the lowest at -0.38.
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