+707.3%
BX vs HWM
+1,330.2%
-622.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.8% |
| 7D | -5.7% | -8.0% | +2.4% | -2.8% |
| 30D | -8.9% | -18.0% | +9.1% | -2.3% |
| 3M | +8.4% | -9.5% | +17.9% | +11.6% |
| 6M | +18.9% | -8.4% | +27.3% | +21.1% |
| YTD | -13.6% | +13.6% | -27.3% | -19.6% |
| 1Y | -22.4% | +30.2% | -52.7% | -32.0% |
| 3Y | +26.0% | +392.2% | -366.2% | -35.7% |
| 5Y | +18.8% | +645.2% | -626.4% | -47.8% |
| All | +707.3% | +1,330.2% | -622.9% | +133.0% |
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