+31.7%
BLDR vs ALHC
-31.6%
+63.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.5% |
| 7D | -2.7% | -4.1% | +1.4% | -2.2% |
| 30D | -14.7% | -5.4% | -9.3% | -14.2% |
| 3M | -20.8% | -32.1% | +11.3% | -17.5% |
| 6M | -35.3% | -28.5% | -6.9% | -33.8% |
| YTD | -40.3% | -34.0% | -6.3% | -38.5% |
| 1Y | -56.3% | -20.9% | -35.4% | -56.1% |
| 3Y | -56.1% | +151.5% | -207.7% | -66.2% |
| 5Y | +12.9% | -28.8% | +41.7% | -3.0% |
| All | +31.7% | -31.6% | +63.3% | +6.7% |
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