-23.9%
HD vs BX
-25.4%
+1.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.8% |
| 7D | -3.9% | -8.9% | +5.0% | -1.7% |
| 30D | -13.1% | -14.8% | +1.7% | -9.8% |
| 3M | -3.4% | +6.9% | -10.4% | -4.8% |
| 6M | -12.6% | +16.3% | -28.8% | -15.4% |
| YTD | -9.2% | -16.1% | +6.8% | -5.8% |
| 1Y | -23.9% | -26.8% | +2.9% | -18.9% |
| All | -23.9% | -25.4% | +1.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling