+26.5%
BLDR vs ALHC
-33.0%
+59.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.9% | -3.7% |
| 7D | -8.1% | -5.8% | -2.3% | -7.4% |
| 30D | -21.5% | -3.3% | -18.1% | -21.2% |
| 3M | -21.0% | -37.9% | +17.0% | -16.6% |
| 6M | -37.1% | -29.5% | -7.5% | -35.4% |
| YTD | -42.7% | -35.4% | -7.3% | -40.7% |
| 1Y | -58.0% | -22.4% | -35.5% | -57.7% |
| 3Y | -57.8% | +146.3% | -204.2% | -67.5% |
| 5Y | +10.3% | -32.0% | +42.3% | -4.8% |
| All | +26.5% | -33.0% | +59.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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