+32.4%
HDB vs BLDR
+372.1%
-339.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.4% |
| 7D | -6.2% | -8.1% | +1.9% | -4.9% |
| 30D | -6.2% | -21.5% | +15.3% | -2.6% |
| 3M | -5.9% | -21.0% | +15.1% | -2.8% |
| 6M | -25.9% | -37.1% | +11.1% | -20.8% |
| YTD | -40.2% | -42.7% | +2.5% | -35.5% |
| 1Y | -38.0% | -58.0% | +20.0% | -29.9% |
| 3Y | -30.5% | -57.8% | +27.4% | -24.3% |
| 5Y | -38.1% | +10.3% | -48.4% | -45.6% |
| All | +32.4% | +372.1% | -339.7% | -15.6% |
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