+30.8%
BX vs HWM
+385.3%
-354.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.7% | +9.1% | +2.3% |
| 7D | -2.0% | -9.2% | +7.2% | +1.2% |
| 30D | -2.3% | -17.9% | +15.6% | +4.4% |
| 3M | +18.5% | -6.0% | +24.6% | +19.9% |
| 6M | +23.7% | -7.4% | +31.1% | +25.0% |
| YTD | -10.4% | +13.1% | -23.5% | -17.2% |
| 1Y | -19.6% | +29.3% | -48.9% | -30.4% |
| 3Y | +30.8% | +389.9% | -359.1% | -31.9% |
| All | +30.8% | +385.3% | -354.5% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling