-57.5%
BLDR vs EQH
+100.2%
-157.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.7% |
| 7D | -8.2% | +0.7% | -9.0% | -8.5% |
| 30D | -16.6% | +2.8% | -19.5% | -17.9% |
| 3M | -23.2% | +23.1% | -46.3% | -31.5% |
| 6M | -33.7% | +41.4% | -75.1% | -45.5% |
| YTD | -41.3% | +14.3% | -55.6% | -46.0% |
| 1Y | -58.8% | +1.6% | -60.4% | -59.8% |
| 3Y | -57.5% | +102.7% | -160.2% | -72.9% |
| All | -57.5% | +100.2% | -157.7% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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