+751.6%
BX vs HWM
+1,494.1%
-742.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -4.4% | -2.1% | -2.3% | -3.9% |
| 30D | +0.1% | -11.0% | +11.1% | +4.2% |
| 3M | +16.0% | +4.0% | +12.0% | +13.5% |
| 6M | +21.6% | -0.2% | +21.8% | +20.1% |
| YTD | -8.9% | +26.7% | -35.5% | -18.5% |
| 1Y | -16.6% | +44.7% | -61.3% | -29.6% |
| 3Y | +43.3% | +426.1% | -382.8% | -28.6% |
| 5Y | +25.7% | +738.5% | -712.8% | -47.0% |
| All | +751.6% | +1,494.1% | -742.5% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling