+1,360.4%
HD vs BX
+829.1%
+531.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.2% | -2.8% | +1.7% | -0.3% |
| 30D | +20.9% | +7.3% | +13.6% | +18.3% |
| 3M | -0.2% | -16.3% | +16.1% | +5.0% |
| 6M | +14.5% | +2.5% | +12.0% | +13.0% |
| YTD | +4.3% | -17.6% | +21.9% | +8.8% |
| 1Y | -3.5% | -12.4% | +8.9% | -1.1% |
| 3Y | +30.1% | +36.2% | -6.0% | +14.6% |
| 5Y | +8.5% | +3.0% | +5.5% | -0.2% |
| 10Y | +245.3% | +680.0% | -434.7% | +78.3% |
| All | +1,360.4% | +829.1% | +531.3% | +460.7% |
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