+256.9%
HL vs BLDR
+383.3%
-126.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.9% |
| 7D | -4.4% | -8.2% | +3.9% | -1.9% |
| 30D | +9.3% | -16.6% | +25.9% | +15.3% |
| 3M | +32.0% | -23.2% | +55.1% | +41.2% |
| 6M | -6.4% | -33.7% | +27.3% | +4.2% |
| YTD | +3.1% | -41.3% | +44.5% | +18.9% |
| 1Y | +77.6% | -58.8% | +136.4% | +125.0% |
| 3Y | +392.8% | -57.5% | +450.3% | +489.9% |
| 5Y | +234.1% | +12.9% | +221.2% | +185.1% |
| All | +256.9% | +383.3% | -126.4% | +153.8% |
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