+3,291.2%
BLDR vs BAH
+886.2%
+2,405.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | -2.8% | -3.2% | +0.4% | -1.4% |
| 30D | -13.3% | +2.0% | -15.3% | -14.1% |
| 3M | -12.3% | -7.6% | -4.6% | -9.7% |
| 6M | -31.5% | -5.7% | -25.8% | -31.1% |
| YTD | -36.1% | -11.7% | -24.3% | -34.5% |
| 1Y | -54.1% | -27.4% | -26.7% | -48.7% |
| 3Y | -55.8% | -32.5% | -23.2% | -51.9% |
| 5Y | +20.7% | -3.3% | +24.1% | +5.4% |
| 10Y | +390.2% | +186.0% | +204.2% | +138.1% |
| All | +3,291.2% | +886.2% | +2,405.0% | +570.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling