+3,300.5%
BLDR vs BAH
+1,074.5%
+2,226.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.8% |
| 7D | -2.7% | -1.5% | -1.2% | -2.0% |
| 30D | +24.8% | +17.3% | +7.6% | +16.4% |
| 3M | -11.7% | +14.9% | -26.5% | -17.3% |
| 6M | -14.8% | +14.2% | -29.0% | -21.0% |
| YTD | -35.9% | +5.1% | -41.0% | -39.4% |
| 1Y | -39.7% | +2.1% | -41.8% | -42.4% |
| 3Y | -45.6% | -26.0% | -19.6% | -43.0% |
| 5Y | -2.5% | +9.0% | -11.5% | -18.9% |
| 10Y | +597.4% | +208.8% | +388.6% | +229.7% |
| All | +3,300.5% | +1,074.5% | +2,226.0% | +519.6% |
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