+967.7%
BX vs HST
+91.1%
+876.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | -1.0% | -3.4% | -3.9% |
| 30D | +0.1% | -12.3% | +12.3% | +6.7% |
| 3M | +16.0% | -6.4% | +22.4% | +19.5% |
| 6M | +21.6% | +15.0% | +6.6% | +12.7% |
| YTD | -8.9% | +30.5% | -39.4% | -20.8% |
| 1Y | -16.6% | +35.7% | -52.3% | -29.1% |
| 3Y | +43.3% | +68.4% | -25.0% | +9.7% |
| 5Y | +25.7% | +73.1% | -47.4% | -5.2% |
| 10Y | +689.5% | +92.7% | +596.8% | +398.6% |
| All | +967.7% | +91.1% | +876.6% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling