+851.5%
BX vs HDB
+613.0%
+238.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +0.6% | +2.7% | -2.2% | -0.8% |
| 30D | +14.2% | +14.1% | +0.1% | +6.5% |
| 3M | -18.7% | +11.8% | -30.6% | -23.7% |
| 6M | +2.5% | +8.2% | -5.7% | -2.7% |
| YTD | -18.8% | -29.3% | +10.5% | -4.6% |
| 1Y | -10.3% | -28.8% | +18.5% | +4.8% |
| 3Y | +35.4% | -7.5% | +42.9% | +33.3% |
| 5Y | +0.3% | -23.1% | +23.3% | +8.5% |
| 10Y | +668.4% | +63.7% | +604.7% | +404.1% |
| All | +851.5% | +613.0% | +238.5% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling