+18.8%
BX vs HAL
+112.2%
-93.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.9% |
| 7D | -5.7% | -1.3% | -4.3% | -5.3% |
| 30D | -8.9% | +10.9% | -19.8% | -11.9% |
| 3M | +8.4% | -5.8% | +14.2% | +9.9% |
| 6M | +18.9% | +8.1% | +10.8% | +14.3% |
| YTD | -13.6% | +33.2% | -46.8% | -22.9% |
| 1Y | -22.4% | +74.2% | -96.6% | -37.4% |
| 3Y | +26.0% | -3.7% | +29.7% | +19.0% |
| 5Y | +18.8% | +111.9% | -93.1% | -14.1% |
| All | +18.8% | +112.2% | -93.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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