-8.5%
BX vs HWM
+5.4%
-13.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.5% | +6.7% |
| 7D | +8.3% | +9.4% | -1.1% | +6.9% |
| 30D | +13.5% | -7.0% | +20.5% | +14.5% |
| 3M | -7.6% | -25.9% | +18.3% | -3.2% |
| 6M | +4.0% | -10.8% | +14.9% | +4.9% |
| YTD | -15.2% | +4.3% | -19.5% | -16.3% |
| 1Y | -8.5% | +4.4% | -12.9% | -7.8% |
| All | -8.5% | +5.4% | -13.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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