+717.5%
HPE vs BX
+525.4%
+192.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.7% | +8.8% | +6.8% |
| 7D | +13.6% | -5.7% | +19.3% | +16.5% |
| 30D | +7.7% | -8.9% | +16.6% | +12.0% |
| 3M | +22.4% | +8.4% | +14.0% | +16.9% |
| 6M | +172.6% | +18.9% | +153.7% | +145.6% |
| YTD | +147.5% | -13.6% | +161.1% | +158.7% |
| 1Y | +151.8% | -22.4% | +174.2% | +176.6% |
| 3Y | +267.1% | +26.0% | +241.0% | +215.4% |
| 5Y | +362.8% | +18.8% | +344.0% | +277.5% |
| 10Y | +540.2% | +668.7% | -128.6% | +88.0% |
| All | +717.5% | +525.4% | +192.1% | +164.5% |
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