+24.5%
BX vs HLT
+99.0%
-74.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -5.6% | -1.6% | -4.0% | -4.5% |
| 30D | -12.2% | -5.0% | -7.2% | -8.8% |
| 3M | +7.4% | -10.4% | +17.8% | +16.2% |
| 6M | +22.2% | +3.2% | +18.9% | +16.8% |
| YTD | -14.0% | +6.7% | -20.8% | -20.3% |
| 1Y | -27.3% | +10.3% | -37.6% | -34.9% |
| 3Y | +24.5% | +99.3% | -74.8% | -29.5% |
| All | +24.5% | +99.0% | -74.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 3y: compounded portfolio wealth divided by compounded HLT 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…
3y analysis · Full analysis span regression · 6 months rolling