+365.4%
BLDR vs HBM
+622.7%
-257.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.5% | +3.6% | -1.8% |
| 7D | -8.1% | -3.7% | -4.4% | -7.3% |
| 30D | -21.5% | -3.7% | -17.8% | -21.0% |
| 3M | -21.0% | +8.0% | -29.0% | -24.0% |
| 6M | -37.1% | +15.8% | -52.8% | -41.5% |
| YTD | -42.7% | +34.4% | -77.1% | -49.6% |
| 1Y | -58.0% | +98.2% | -156.1% | -67.4% |
| 3Y | -57.8% | +476.6% | -534.4% | -77.4% |
| 5Y | +10.3% | +331.1% | -320.8% | -40.1% |
| All | +365.4% | +622.7% | -257.3% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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