+180.8%
HIG vs BLDR
+389.5%
-208.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -0.6% |
| 7D | -1.1% | -0.3% | -0.7% | -1.0% |
| 30D | -4.9% | -16.2% | +11.3% | -0.4% |
| 3M | +6.8% | -14.4% | +21.2% | +9.7% |
| 6M | -1.7% | -32.8% | +31.1% | +7.3% |
| YTD | -0.2% | -39.2% | +39.0% | +11.0% |
| 1Y | +5.7% | -57.7% | +63.4% | +29.6% |
| 3Y | +100.3% | -55.3% | +155.6% | +126.2% |
| 5Y | +118.5% | +15.6% | +102.9% | +75.1% |
| 10Y | +309.7% | +359.8% | -50.1% | +90.7% |
| All | +180.8% | +389.5% | -208.8% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling