+18.8%
BX vs HDB
-38.7%
+57.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -2.8% |
| 7D | -5.7% | -4.9% | -0.8% | -3.3% |
| 30D | -8.9% | -5.8% | -3.0% | -6.3% |
| 3M | +8.4% | -5.2% | +13.6% | +10.2% |
| 6M | +18.9% | -25.7% | +44.6% | +36.4% |
| YTD | -13.6% | -39.6% | +25.9% | +10.1% |
| 1Y | -22.4% | -36.9% | +14.5% | -3.7% |
| 3Y | +26.0% | -29.7% | +55.7% | +42.1% |
| 5Y | +18.8% | -37.8% | +56.5% | +37.5% |
| All | +18.8% | -38.7% | +57.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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