+1,234.6%
HD vs BX
+927.0%
+307.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -2.1% | -4.4% | +2.3% | -0.8% |
| 30D | -8.4% | +0.1% | -8.5% | -8.5% |
| 3M | +4.3% | +16.0% | -11.7% | -0.4% |
| 6M | -11.1% | +21.6% | -32.7% | -16.8% |
| YTD | -4.7% | -8.9% | +4.2% | -3.3% |
| 1Y | -19.8% | -16.6% | -3.2% | -16.7% |
| 3Y | +4.1% | +43.3% | -39.2% | -9.8% |
| 5Y | +10.3% | +25.7% | -15.4% | -4.5% |
| 10Y | +203.2% | +689.5% | -486.3% | +55.5% |
| All | +1,234.6% | +927.0% | +307.6% | +398.1% |
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 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