-8.5%
BX vs HIG
+12.7%
-21.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.9% | +5.8% |
| 7D | +8.3% | +6.2% | +2.1% | +7.2% |
| 30D | +13.5% | +9.4% | +4.1% | +12.4% |
| 3M | -7.6% | -2.3% | -5.3% | -7.8% |
| 6M | +4.0% | +4.2% | -0.1% | +2.4% |
| YTD | -15.2% | +1.6% | -16.7% | -16.4% |
| 1Y | -8.5% | +9.9% | -18.4% | -7.6% |
| All | -8.5% | +12.7% | -21.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling