-22.4%
BX vs HST
+37.9%
-60.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.6% |
| 7D | -5.7% | -0.3% | -5.3% | -5.5% |
| 30D | -8.9% | -2.8% | -6.1% | -7.5% |
| 3M | +8.4% | -6.5% | +14.9% | +11.8% |
| 6M | +18.9% | +20.7% | -1.8% | +3.1% |
| YTD | -13.6% | +30.5% | -44.1% | -27.7% |
| 1Y | -22.4% | +36.8% | -59.2% | -36.0% |
| All | -22.4% | +37.9% | -60.3% | -36.0% |
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