+301.7%
HIG vs BLDR
+383.3%
-81.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.9% |
| 7D | -1.5% | -8.2% | +6.8% | +0.5% |
| 30D | -0.4% | -16.6% | +16.3% | +3.7% |
| 3M | +6.7% | -23.2% | +29.8% | +12.0% |
| 6M | +2.0% | -33.7% | +35.7% | +10.1% |
| YTD | +0.3% | -41.3% | +41.6% | +10.8% |
| 1Y | +4.2% | -58.8% | +63.0% | +25.2% |
| 3Y | +102.2% | -57.5% | +159.7% | +126.2% |
| 5Y | +118.5% | +12.9% | +105.6% | +70.0% |
| All | +301.7% | +383.3% | -81.6% | +81.5% |
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