+6,536.5%
BX vs HBM
+613.3%
+5,923.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -4.4% | -6.4% | +2.0% | -2.8% |
| 30D | +0.1% | +5.9% | -5.8% | -1.6% |
| 3M | +16.0% | -8.9% | +24.9% | +17.2% |
| 6M | +21.6% | +10.7% | +10.9% | +15.5% |
| YTD | -8.9% | +38.3% | -47.2% | -19.4% |
| 1Y | -16.6% | +121.3% | -138.0% | -35.3% |
| 3Y | +43.3% | +450.6% | -407.2% | -16.0% |
| 5Y | +25.7% | +338.0% | -312.3% | -25.8% |
| 10Y | +689.5% | +578.6% | +110.9% | +225.2% |
| All | +6,536.5% | +613.3% | +5,923.1% | +1,893.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling