+672.8%
BX vs HWM
+1,599.0%
-926.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | +3.7% | -1.8% | +5.4% | +4.2% |
| 30D | +8.2% | -2.7% | +10.9% | +8.5% |
| 3M | -12.7% | -22.7% | +10.1% | -5.0% |
| 6M | +1.0% | -18.9% | +19.9% | +7.5% |
| YTD | -17.2% | +7.1% | -24.3% | -21.9% |
| 1Y | -11.6% | +4.7% | -16.3% | -16.0% |
| 3Y | +36.8% | +345.6% | -308.8% | -28.1% |
| 5Y | +4.8% | +588.3% | -583.5% | -52.8% |
| 10Y | +672.8% | +1,516.2% | -843.4% | +125.0% |
| All | +672.8% | +1,599.0% | -926.3% | +125.0% |
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