+41.5%
BLDR vs ALHC
-61.8%
+103.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.6% |
| 7D | -2.7% | +3.9% | -6.6% | -3.1% |
| 30D | +24.8% | -3.6% | +28.5% | +25.1% |
| 3M | -11.7% | -49.4% | +37.7% | -4.9% |
| 6M | -14.8% | -59.5% | +44.7% | -6.9% |
| YTD | -35.9% | -63.2% | +27.3% | -29.6% |
| 1Y | -39.7% | -55.5% | +15.8% | -35.5% |
| 3Y | -45.6% | +23.0% | -68.6% | -53.9% |
| 5Y | -2.5% | -65.7% | +63.2% | -9.2% |
| All | +41.5% | -61.8% | +103.3% | +22.1% |
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