+6.2%
HD vs BX
+19.7%
-13.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | +0.1% |
| 7D | -1.8% | -5.7% | +3.9% | 0.0% |
| 30D | -10.8% | -8.9% | -2.0% | -8.2% |
| 3M | -2.7% | +8.4% | -11.1% | -5.5% |
| 6M | -10.3% | +18.9% | -29.2% | -15.9% |
| YTD | -7.8% | -13.6% | +5.8% | -4.6% |
| 1Y | -23.1% | -22.4% | -0.7% | -17.8% |
| 3Y | +2.0% | +26.0% | -24.0% | -10.0% |
| 5Y | +6.2% | +18.8% | -12.6% | -9.1% |
| All | +6.2% | +19.7% | -13.5% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling