+101.9%
HAS vs BLDR
+602.6%
-500.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.2% |
| 7D | +2.2% | -2.7% | +4.9% | +2.7% |
| 30D | +29.6% | +24.8% | +4.8% | +21.1% |
| 3M | +30.3% | -11.7% | +41.9% | +33.5% |
| 6M | +25.6% | -14.8% | +40.4% | +28.3% |
| YTD | +50.8% | -35.9% | +86.7% | +65.3% |
| 1Y | +63.0% | -39.7% | +102.7% | +81.5% |
| 3Y | +211.6% | -45.6% | +257.2% | +242.2% |
| 5Y | +50.4% | -2.5% | +52.9% | +32.5% |
| 10Y | +101.9% | +597.4% | -495.5% | -9.4% |
| All | +101.9% | +602.6% | -500.7% | -9.4% |
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