+870.1%
BX vs HST
+126.7%
+743.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.5% |
| 7D | +3.7% | +0.6% | +3.1% | +3.4% |
| 30D | +8.2% | +14.5% | -6.2% | +1.0% |
| 3M | -12.7% | +15.4% | -28.1% | -19.0% |
| 6M | +1.0% | +22.0% | -21.0% | -9.2% |
| YTD | -17.2% | +54.9% | -72.1% | -34.1% |
| 1Y | -11.6% | +54.0% | -65.6% | -29.5% |
| 3Y | +36.8% | +90.4% | -53.7% | -1.8% |
| 5Y | +4.8% | +84.2% | -79.4% | -23.6% |
| 10Y | +672.8% | +144.6% | +528.2% | +333.2% |
| All | +870.1% | +126.7% | +743.4% | +351.8% |
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