+35.7%
HST vs BLDR
-52.1%
+87.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.2% |
| 7D | -1.0% | -2.8% | +1.8% | -0.5% |
| 30D | -12.3% | -13.3% | +1.0% | -10.0% |
| 3M | -6.4% | -12.3% | +5.9% | -4.7% |
| 6M | +15.0% | -31.5% | +46.5% | +22.6% |
| YTD | +30.5% | -36.1% | +66.6% | +41.2% |
| 1Y | +35.7% | -54.1% | +89.8% | +49.1% |
| All | +35.7% | -52.1% | +87.7% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling