+967.7%
BX vs HAL
+40.9%
+926.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -4.4% | +2.9% | -7.3% | -5.6% |
| 30D | +0.1% | +17.0% | -17.0% | -6.7% |
| 3M | +16.0% | -9.7% | +25.7% | +19.8% |
| 6M | +21.6% | +8.6% | +13.0% | +15.1% |
| YTD | -8.9% | +33.0% | -41.9% | -21.3% |
| 1Y | -16.6% | +68.3% | -84.9% | -35.6% |
| 3Y | +43.3% | +0.1% | +43.2% | +34.1% |
| 5Y | +25.7% | +102.6% | -76.9% | -20.2% |
| 10Y | +689.5% | +3.8% | +685.7% | +437.8% |
| All | +967.7% | +40.9% | +926.8% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling