+386.5%
BLDR vs BAH
+186.6%
+199.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | -14.7% | -6.6% | -8.1% | -12.3% |
| 3M | -20.8% | -7.2% | -13.7% | -18.9% |
| 6M | -35.3% | -10.0% | -25.4% | -33.6% |
| YTD | -40.3% | -12.5% | -27.9% | -38.7% |
| 1Y | -56.3% | -27.9% | -28.4% | -51.3% |
| 3Y | -56.1% | -31.4% | -24.7% | -53.3% |
| 5Y | +12.9% | -3.2% | +16.1% | -2.8% |
| 10Y | +386.5% | +191.5% | +195.0% | +176.6% |
| All | +386.5% | +186.6% | +199.8% | +176.6% |
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