-45.6%
BLDR vs ALHC
+16.3%
-61.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.5% |
| 7D | -2.7% | +3.9% | -6.6% | -2.9% |
| 30D | +24.8% | -3.6% | +28.5% | +25.0% |
| 3M | -11.7% | -49.4% | +37.7% | -8.0% |
| 6M | -14.8% | -59.5% | +44.7% | -10.5% |
| YTD | -35.9% | -63.2% | +27.3% | -32.5% |
| 1Y | -39.7% | -55.5% | +15.8% | -37.4% |
| 3Y | -45.6% | +23.0% | -68.6% | -57.5% |
| All | -45.6% | +16.3% | -61.9% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling