+1,347.7%
HD vs BX
+802.7%
+545.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | 0.0% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | +18.5% | +8.8% | +9.7% | +15.6% |
| 3M | +2.2% | -18.3% | +20.4% | +8.2% |
| 6M | +13.8% | -1.5% | +15.4% | +13.7% |
| YTD | +3.4% | -19.9% | +23.3% | +8.8% |
| 1Y | -3.5% | -14.5% | +11.0% | -0.5% |
| 3Y | +29.0% | +32.3% | -3.3% | +14.6% |
| 5Y | +6.1% | -1.1% | +7.2% | -1.3% |
| 10Y | +242.3% | +657.8% | -415.5% | +78.2% |
| All | +1,347.7% | +802.7% | +545.0% | +460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling