-14.9%
HAL vs BLDR
+479.0%
-493.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | +6.1% | -3.0% | +9.1% | +7.0% |
| 30D | +2.9% | +20.1% | -17.2% | -4.6% |
| 3M | +3.3% | -17.5% | +20.8% | +8.4% |
| 6M | -16.9% | -16.1% | -0.8% | -15.6% |
| YTD | +21.2% | -41.0% | +62.2% | +37.4% |
| 1Y | +27.5% | -41.6% | +69.1% | +44.5% |
| 3Y | -6.4% | -50.8% | +44.4% | +4.5% |
| 5Y | +58.0% | -10.8% | +68.8% | +23.2% |
| All | -14.9% | +479.0% | -493.9% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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