+747.8%
BX vs HLT
+643.8%
+104.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.2% |
| 7D | -5.7% | -1.5% | -4.2% | -4.8% |
| 30D | -8.9% | -1.2% | -7.6% | -8.3% |
| 3M | +8.4% | -10.3% | +18.7% | +15.3% |
| 6M | +18.9% | +1.3% | +17.7% | +17.0% |
| YTD | -13.6% | +7.0% | -20.7% | -18.0% |
| 1Y | -22.4% | +11.9% | -34.3% | -28.5% |
| 3Y | +26.0% | +100.7% | -74.6% | -17.4% |
| 5Y | +18.8% | +147.5% | -128.8% | -30.5% |
| 10Y | +668.7% | +586.5% | +82.2% | +146.2% |
| All | +747.8% | +643.8% | +104.0% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling