+502.3%
BLDR vs BAH
+211.3%
+291.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -10.3% | -1.6% | -8.7% | -9.7% |
| 30D | +19.6% | +18.0% | +1.6% | +12.0% |
| 3M | -17.0% | +11.4% | -28.4% | -20.8% |
| 6M | -16.7% | +17.7% | -34.4% | -23.0% |
| YTD | -39.4% | +5.4% | -44.8% | -42.4% |
| 1Y | -41.7% | +2.8% | -44.4% | -44.1% |
| 3Y | -49.9% | -26.7% | -23.2% | -47.5% |
| 5Y | -7.6% | +8.1% | -15.6% | -23.2% |
| 10Y | +502.3% | +202.5% | +299.8% | +234.6% |
| All | +502.3% | +211.3% | +291.0% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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