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 | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.42% | 1.94% | 8.74% | 10.66% | 21.02% | 19.50% | 11.63% | 13.41% |
Portfolio Berkshire Hathaway Portfolio | 0.48% | 4.55% | 16.04% | 16.85% | — | — | — | — |
| Portfolio components: | ||||||||
AAPL Apple Inc | -0.28% | 8.31% | 21.80% | 16.20% | 49.92% | 19.35% | 17.39% | 30.40% |
ALLY Ally Financial Inc. | 1.06% | 2.75% | 1.11% | 2.07% | 16.12% | 22.40% | 0.95% | 13.34% |
AXP American Express Company | 1.11% | 8.02% | -6.11% | -4.46% | 10.91% | 27.62% | 16.72% | 20.37% |
BAC Bank of America Corporation | 0.71% | 6.52% | 8.80% | 10.48% | 31.43% | 30.70% | 11.15% | 18.69% |
CB Chubb Limited | 0.01% | 6.40% | 14.06% | 12.12% | 26.69% | 23.53% | 18.14% | 12.39% |
COF Capital One Financial Corporation | 0.71% | 9.09% | -18.48% | -16.17% | -6.96% | 23.53% | 6.59% | 13.49% |
CVX Chevron Corporation | 1.35% | -5.78% | 10.89% | 17.94% | 18.34% | 8.17% | 15.79% | 9.70% |
DAL Delta Air Lines, Inc. | -1.81% | 5.47% | 21.80% | 26.91% | 56.49% | 22.99% | 16.10% | 9.43% |
DVA DaVita Inc. | 1.45% | 11.57% | 108.88% | 104.91% | 63.31% | 31.20% | 13.78% | 11.58% |
GOOG Alphabet Inc | -0.34% | -0.87% | 8.01% | 13.29% | 96.37% | 44.91% | 22.55% | 25.82% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 16, 2025, Berkshire Hathaway Portfolio 's average daily return is +0.11%, while the average monthly return is +1.91%. At this rate, an investment would double in approximately 3.1 years.
Historically, 63% of months were positive and 38% 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 57% 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% | -0.30% | 5.22% | 16.85% | |||||
| 2025 | -0.68% | -0.68% |
Benchmark Metrics
Berkshire Hathaway Portfolio has an annualized alpha of 21.61%, beta of 0.39, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since December 16, 2025.
- This portfolio captured 74.71% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -16.13%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.39 may look defensive, but with R2 of 0.22 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 0.22 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
- 21.61%
- Beta
- 0.39
- R²
- 0.22
- Upside Capture
- 74.71%
- Downside Capture
- -16.13%
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 | — | 1.65 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.28 | — |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.28 | — |
| Martin ratioReturn relative to average drawdown | — | 9.88 | — |
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 | 90 | 2.05 | 2.83 | 1.37 | 3.57 | 8.50 |
ALLY Ally Financial Inc. | 61 | 0.53 | 0.95 | 1.12 | 0.69 | 1.72 |
AXP American Express Company | 54 | 0.34 | 0.63 | 1.08 | 0.38 | 0.79 |
BAC Bank of America Corporation | 79 | 1.42 | 1.93 | 1.25 | 1.72 | 4.49 |
CB Chubb Limited | 83 | 1.41 | 2.16 | 1.26 | 2.75 | 7.41 |
COF Capital One Financial Corporation | 35 | -0.23 | -0.10 | 0.99 | -0.23 | -0.43 |
CVX Chevron Corporation | 67 | 0.86 | 1.26 | 1.16 | 0.93 | 2.63 |
DAL Delta Air Lines, Inc. | 83 | 1.42 | 2.20 | 1.25 | 2.46 | 7.83 |
DVA DaVita Inc. | 84 | 1.46 | 2.72 | 1.34 | 2.00 | 4.46 |
GOOG Alphabet Inc | 96 | 3.39 | 4.67 | 1.56 | 4.81 | 15.22 |
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Dividends
Dividend yield
Berkshire Hathaway Portfolio provided a 1.58% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.58% | 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 | 0.33% | 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 | 2.55% | 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 | 1.13% | 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 | 3.96% | 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. | 1.10% | 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.
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 | -2.88%Jun 2026 | 8d | 7d | 15dJun 2026 - Jul 2026 |
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 concentrated bet on U.S. financials plus a few large, mostly idiosyncratic equity sleeves, with enough defensiveness and energy to keep the whole thing from becoming a single-factor sermon.
The numbers
- 24 positions, but an effective count of 8.48; the portfolio is spread across names, yet the cluster map says several holdings are really the same trade in different costumes.
- Diversification ratio is 2.34, 99.1th percentile on the platform, so the mix gets real offsetting behavior from low-correlation sleeves, not just ticket-count theater.
- The portfolio-level correlations are mostly modest, with a mean of 0.12; that is a decent sign, though the internal pairings are doing the heavy lifting.
The good
- The weakly linked sleeves are genuinely useful: Amazon-like consumer staples, airlines, healthcare, energy, and media names sit in different earnings ecosystems, which keeps the portfolio from moving as one block.
- The CVX/OXY pair and the AAPL/financials blend give the portfolio multiple macro drivers, which is a better kind of concentration than owning one obvious theme.
The bad
- Financials are the center of gravity: AXP, BAC, CB, MCO, COF, ALLY form a tight cluster, so the portfolio is less diversified inside that sleeve than the ticker count suggests.
- Alphabet is duplicated via Alphabet (GOOGL) and Alphabet (GOOG), and Liberty Media SiriusXM (LLYVK) and Liberty Media SiriusXM (LLYVA) are nearly the same exposure; that is fine, just not especially plural.
- Effective assets at 8.48 means the portfolio behaves more like a handful of risk buckets than 24 separate judgments.
The ugly
- In a credit shock or regional-bank style drawdown, the financial cluster likely tightens up fast; the cheerful fact that ALLY and COF are not exactly the same thing matters less when funding spreads widen.
- If oil weakens at the same time airlines and industrials are under pressure, the portfolio loses one of its cleaner offsets.
Next steps
- Portfolios with this correlation profile are typically read as a set of macro sleeves, not a broad stock basket.
- The duplicate-share classes and closely linked bank names would usually be treated as one cluster in risk discussions.
- The low-correlation energy and consumer-defensive names do useful work, because the portfolio’s diversification benefit comes from cross-sleeve offset, not from many independent bets.
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 | 2.34 |
The portfolio has a diversification ratio of 2.34, 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 | 0.45 |
Benchmark Correlations
Correlation vs. S&P 500 Index. GOOG has the highest benchmark correlation at 0.64, 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