+172.4%
HL vs BX
+873.6%
-701.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +3.3% |
| 7D | +0.4% | -5.7% | +6.0% | +2.6% |
| 30D | +18.8% | -8.9% | +27.7% | +23.1% |
| 3M | +43.7% | +8.4% | +35.3% | +39.3% |
| 6M | -1.0% | +18.9% | -20.0% | -8.1% |
| YTD | +8.7% | -13.6% | +22.4% | +13.6% |
| 1Y | +105.0% | -22.4% | +127.4% | +122.5% |
| 3Y | +427.3% | +26.0% | +401.3% | +360.3% |
| 5Y | +249.3% | +18.8% | +230.5% | +194.9% |
| 10Y | +284.2% | +668.7% | -384.6% | +51.9% |
| All | +172.4% | +873.6% | -701.2% | -33.6% |
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