+228.7%
HL vs BX
+17.9%
+210.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.1% |
| 7D | -4.4% | -5.6% | +1.3% | -2.3% |
| 30D | +9.3% | -12.2% | +21.5% | +14.6% |
| 3M | +32.0% | +7.4% | +24.6% | +28.5% |
| 6M | -6.4% | +22.2% | -28.6% | -13.4% |
| YTD | +3.1% | -14.0% | +17.1% | +7.8% |
| 1Y | +77.6% | -27.3% | +104.9% | +96.7% |
| 3Y | +392.8% | +24.5% | +368.3% | +330.1% |
| All | +228.7% | +17.9% | +210.7% | +167.9% |
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 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