+24.3%
BX vs HWM
+655.8%
-631.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.7% | +9.1% | +3.8% |
| 7D | -2.0% | -9.2% | +7.2% | +2.5% |
| 30D | -2.3% | -17.9% | +15.6% | +7.0% |
| 3M | +18.5% | -6.0% | +24.6% | +20.4% |
| 6M | +23.7% | -7.4% | +31.1% | +25.3% |
| YTD | -10.4% | +13.1% | -23.5% | -19.5% |
| 1Y | -19.6% | +29.3% | -48.9% | -33.8% |
| 3Y | +30.8% | +389.9% | -359.1% | -56.6% |
| 5Y | +24.3% | +655.5% | -631.2% | -68.9% |
| All | +24.3% | +655.8% | -631.4% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling