+484.0%
BLDR vs HBM
+281.1%
+202.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -3.0% | +2.2% | -5.2% | -3.5% |
| 30D | +20.1% | -11.8% | +31.9% | +23.8% |
| 3M | -17.5% | -19.2% | +1.7% | -13.3% |
| 6M | -16.1% | -22.9% | +6.8% | -12.5% |
| YTD | -41.0% | +7.8% | -48.8% | -45.3% |
| 1Y | -41.6% | +34.9% | -76.5% | -49.4% |
| 3Y | -50.8% | +422.2% | -473.0% | -73.3% |
| 5Y | -10.8% | +192.8% | -203.6% | -46.2% |
| All | +484.0% | +281.1% | +202.9% | +125.2% |
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