+16.0%
BX vs HBM
+336.0%
-320.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.5% | +4.7% | -0.9% |
| 7D | -8.9% | -3.7% | -5.2% | -8.1% |
| 30D | -14.8% | -3.7% | -11.1% | -14.3% |
| 3M | +6.9% | +8.0% | -1.1% | +3.7% |
| 6M | +16.3% | +15.8% | +0.5% | +8.8% |
| YTD | -16.1% | +34.4% | -50.5% | -26.1% |
| 1Y | -26.8% | +98.2% | -124.9% | -43.3% |
| 3Y | +22.4% | +476.6% | -454.1% | -36.3% |
| 5Y | +16.0% | +331.1% | -315.1% | -34.1% |
| All | +16.0% | +336.0% | -320.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling