+563.1%
HPE vs BLDR
+383.3%
+179.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.4% | +10.1% | +11.7% |
| 7D | +19.4% | -8.2% | +27.6% | +22.3% |
| 30D | +5.6% | -16.6% | +22.2% | +11.0% |
| 3M | +33.1% | -23.2% | +56.2% | +41.3% |
| 6M | +192.5% | -33.7% | +226.2% | +222.2% |
| YTD | +160.9% | -41.3% | +202.2% | +196.6% |
| 1Y | +155.0% | -58.8% | +213.8% | +221.7% |
| 3Y | +289.4% | -57.5% | +346.9% | +362.8% |
| 5Y | +395.7% | +12.9% | +382.8% | +311.4% |
| All | +563.1% | +383.3% | +179.8% | +226.7% |
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