-16.6%
BX vs HRB
+1.1%
-17.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.7% |
| 7D | -4.4% | -5.7% | +1.3% | -3.8% |
| 30D | +0.1% | +7.9% | -7.8% | -0.7% |
| 3M | +16.0% | +32.1% | -16.1% | +12.9% |
| 6M | +21.6% | +62.2% | -40.6% | +15.5% |
| YTD | -8.9% | +16.4% | -25.3% | -7.9% |
| 1Y | -16.6% | -0.3% | -16.3% | -15.4% |
| All | -16.6% | +1.1% | -17.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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