-10.3%
BX vs HST
+53.2%
-63.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.6% | +3.6% | -3.0% | -1.5% |
| 30D | +14.2% | +11.2% | +3.0% | +7.6% |
| 3M | -18.7% | +13.1% | -31.8% | -24.3% |
| 6M | +2.5% | +23.9% | -21.4% | -11.6% |
| YTD | -18.8% | +52.3% | -71.1% | -38.2% |
| 1Y | -10.3% | +56.7% | -67.0% | -32.7% |
| All | -10.3% | +53.2% | -63.5% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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