+102.2%
HIG vs BLDR
-57.1%
+159.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | -1.5% | -8.2% | +6.8% | -0.8% |
| 30D | -0.4% | -16.6% | +16.3% | +1.0% |
| 3M | +6.7% | -23.2% | +29.8% | +8.5% |
| 6M | +2.0% | -33.7% | +35.7% | +4.9% |
| YTD | +0.3% | -41.3% | +41.6% | +4.0% |
| 1Y | +4.2% | -58.8% | +63.0% | +12.0% |
| 3Y | +102.2% | -57.5% | +159.7% | +114.5% |
| All | +102.2% | -57.1% | +159.3% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling