+661.1%
BX vs HRB
+209.1%
+451.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.3% |
| 7D | -5.6% | -8.0% | +2.4% | -3.2% |
| 30D | -12.2% | -16.0% | +3.7% | -7.6% |
| 3M | +7.4% | +26.9% | -19.5% | -1.4% |
| 6M | +22.2% | +51.1% | -29.0% | +4.3% |
| YTD | -14.0% | +7.1% | -21.1% | -17.9% |
| 1Y | -27.3% | -9.6% | -17.7% | -26.7% |
| 3Y | +24.5% | +25.4% | -0.9% | +9.4% |
| 5Y | +18.9% | +114.9% | -96.0% | -14.1% |
| All | +661.1% | +209.1% | +451.9% | +333.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling