+65.9%
HDB vs BLDR
+473.7%
-407.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.6% |
| 7D | +4.1% | -8.2% | +12.3% | +5.5% |
| 30D | +13.0% | +16.3% | -3.3% | +9.8% |
| 3M | +11.3% | -17.0% | +28.2% | +14.1% |
| 6M | +6.9% | -17.4% | +24.3% | +9.1% |
| YTD | -29.6% | -41.6% | +11.9% | -24.6% |
| 1Y | -29.5% | -43.5% | +14.0% | -24.2% |
| 3Y | -8.1% | -51.6% | +43.5% | -2.5% |
| 5Y | -23.4% | -11.6% | -11.8% | -30.1% |
| All | +65.9% | +473.7% | -407.7% | +0.6% |
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