+12.8%
BLDR vs EQH
+102.2%
-89.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.6% |
| 7D | -8.2% | +0.7% | -9.0% | -8.6% |
| 30D | -16.6% | +2.8% | -19.5% | -18.1% |
| 3M | -23.2% | +23.1% | -46.3% | -32.7% |
| 6M | -33.7% | +41.4% | -75.1% | -47.1% |
| YTD | -41.3% | +14.3% | -55.6% | -46.9% |
| 1Y | -58.8% | +1.6% | -60.4% | -60.1% |
| 3Y | -57.5% | +102.7% | -160.2% | -74.8% |
| All | +12.8% | +102.2% | -89.5% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling