+217.2%
HPQ vs BLDR
+372.1%
-155.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +2.2% |
| 7D | +3.5% | -8.1% | +11.6% | +6.1% |
| 30D | +13.7% | -21.5% | +35.2% | +21.8% |
| 3M | +33.9% | -21.0% | +54.8% | +41.3% |
| 6M | +80.9% | -37.1% | +118.0% | +102.6% |
| YTD | +52.6% | -42.7% | +95.3% | +74.6% |
| 1Y | +21.2% | -58.0% | +79.2% | +52.5% |
| 3Y | +26.9% | -57.8% | +84.7% | +51.3% |
| 5Y | +41.1% | +10.3% | +30.9% | +17.2% |
| All | +217.2% | +372.1% | -155.0% | +64.6% |
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