+967.7%
BX vs HDB
+539.9%
+427.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | +0.1% | -2.8% | +2.9% | +1.4% |
| 3M | +16.0% | -3.5% | +19.6% | +17.2% |
| 6M | +21.6% | -24.7% | +46.3% | +39.1% |
| YTD | -8.9% | -36.6% | +27.7% | +13.6% |
| 1Y | -16.6% | -34.4% | +17.8% | +1.8% |
| 3Y | +43.3% | -24.4% | +67.7% | +57.1% |
| 5Y | +25.7% | -35.4% | +61.0% | +49.2% |
| 10Y | +689.5% | +39.5% | +650.0% | +464.0% |
| All | +967.7% | +539.9% | +427.8% | +135.5% |
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 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