-26.3%
SKHY vs BX
-1.7%
-24.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.6% | -8.8% | -13.4% |
| 7D | -23.6% | +0.3% | -23.9% | -23.0% |
| 30D | -32.1% | +6.7% | -38.8% | -30.9% |
| 3M | -18.0% | -11.1% | -6.9% | -17.7% |
| All | -26.3% | -1.7% | -24.6% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling