+950.6%
BX vs HRB
+327.5%
+623.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | +1.0% |
| 7D | -2.0% | -9.1% | +7.1% | +1.7% |
| 30D | -2.3% | +0.3% | -2.6% | -3.3% |
| 3M | +18.5% | +23.4% | -4.9% | +7.2% |
| 6M | +23.7% | +45.1% | -21.4% | +2.3% |
| YTD | -10.4% | +8.9% | -19.2% | -16.9% |
| 1Y | -19.6% | -7.9% | -11.6% | -20.4% |
| 3Y | +30.8% | +27.9% | +2.9% | +9.1% |
| 5Y | +24.3% | +108.3% | -84.0% | -18.2% |
| 10Y | +679.5% | +208.4% | +471.0% | +270.0% |
| All | +950.6% | +327.5% | +623.2% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling