+563.1%
HPE vs BX
+673.1%
-110.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.5% | +10.0% | +11.3% |
| 7D | +19.4% | -5.6% | +25.0% | +22.5% |
| 30D | +5.6% | -12.2% | +17.8% | +11.8% |
| 3M | +33.1% | +7.4% | +25.7% | +27.9% |
| 6M | +192.5% | +22.2% | +170.3% | +161.0% |
| YTD | +160.9% | -14.0% | +174.9% | +173.7% |
| 1Y | +155.0% | -27.3% | +182.3% | +189.1% |
| 3Y | +289.4% | +24.5% | +264.9% | +238.2% |
| 5Y | +395.7% | +18.9% | +376.8% | +307.0% |
| All | +563.1% | +673.1% | -110.0% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling