+21.5%
BX vs HBM
+460.9%
-439.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.5% | +4.7% | -1.3% |
| 7D | -8.9% | -3.7% | -5.2% | -8.3% |
| 30D | -14.8% | -3.7% | -11.1% | -14.4% |
| 3M | +6.9% | +8.0% | -1.1% | +4.4% |
| 6M | +16.3% | +15.8% | +0.5% | +10.5% |
| YTD | -16.1% | +34.4% | -50.5% | -24.4% |
| 1Y | -26.8% | +98.2% | -124.9% | -41.2% |
| All | +21.5% | +460.9% | -439.3% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling