+950.6%
BX vs HIG
+109.3%
+841.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | -2.3% | -4.9% | +2.6% | -0.9% |
| 3M | +18.5% | +6.8% | +11.7% | +15.9% |
| 6M | +23.7% | -1.7% | +25.4% | +23.9% |
| YTD | -10.4% | -0.2% | -10.1% | -10.7% |
| 1Y | -19.6% | +5.7% | -25.3% | -21.4% |
| 3Y | +30.8% | +100.3% | -69.5% | +5.2% |
| 5Y | +24.3% | +118.5% | -94.1% | -2.0% |
| 10Y | +679.5% | +309.7% | +369.7% | +390.6% |
| All | +950.6% | +109.3% | +841.4% | +695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling