+575.2%
HLT vs BLDR
+383.3%
+191.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | -1.6% | -8.2% | +6.6% | +0.7% |
| 30D | -5.0% | -16.6% | +11.6% | -0.3% |
| 3M | -10.4% | -23.2% | +12.8% | -4.8% |
| 6M | +3.2% | -33.7% | +37.0% | +13.7% |
| YTD | +6.7% | -41.3% | +48.1% | +20.9% |
| 1Y | +10.3% | -58.8% | +69.1% | +37.5% |
| 3Y | +99.3% | -57.5% | +156.8% | +132.3% |
| 5Y | +143.7% | +12.9% | +130.8% | +102.7% |
| All | +575.2% | +383.3% | +191.9% | +248.6% |
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