+6,430.2%
BX vs HBM
+654.4%
+5,775.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -3.0% |
| 7D | -2.0% | +7.4% | -9.3% | -3.8% |
| 30D | -2.3% | +5.1% | -7.4% | -3.8% |
| 3M | +18.5% | +11.1% | +7.4% | +14.2% |
| 6M | +23.7% | +30.2% | -6.5% | +12.8% |
| YTD | -10.4% | +46.2% | -56.6% | -21.8% |
| 1Y | -19.6% | +120.0% | -139.6% | -37.5% |
| 3Y | +30.8% | +527.4% | -496.6% | -25.9% |
| 5Y | +24.3% | +400.4% | -376.0% | -29.0% |
| 10Y | +679.5% | +621.5% | +58.0% | +216.1% |
| All | +6,430.2% | +654.4% | +5,775.8% | +1,832.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling