-11.6%
BX vs HST
+55.2%
-66.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.7% |
| 7D | +3.7% | +0.6% | +3.1% | +3.3% |
| 30D | +8.2% | +14.5% | -6.2% | +0.2% |
| 3M | -12.7% | +15.4% | -28.1% | -19.7% |
| 6M | +1.0% | +22.0% | -21.0% | -11.8% |
| YTD | -17.2% | +54.9% | -72.1% | -38.0% |
| 1Y | -11.6% | +54.0% | -65.6% | -33.5% |
| All | -11.6% | +55.2% | -66.8% | -33.5% |
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