+625.7%
BX vs HWM
+1,503.5%
-877.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.1% | +11.1% | -12.2% | -5.0% |
| 30D | +8.8% | +3.0% | +5.8% | +6.7% |
| 3M | -18.3% | -20.7% | +2.5% | -12.0% |
| 6M | -1.5% | -17.2% | +15.7% | +4.0% |
| YTD | -19.9% | +9.1% | -29.0% | -24.9% |
| 1Y | -14.5% | +9.0% | -23.5% | -20.0% |
| 3Y | +32.3% | +353.8% | -321.5% | -30.9% |
| 5Y | -1.1% | +608.0% | -609.2% | -55.9% |
| All | +625.7% | +1,503.5% | -877.8% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling