+107.0%
HST vs BLDR
+357.1%
-250.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | -0.3% | -2.7% | +2.4% | +0.5% |
| 30D | -2.8% | -14.7% | +11.9% | +1.9% |
| 3M | -6.5% | -20.8% | +14.4% | -0.7% |
| 6M | +20.7% | -35.3% | +56.1% | +35.7% |
| YTD | +30.5% | -40.3% | +70.8% | +49.5% |
| 1Y | +36.8% | -56.3% | +93.1% | +72.4% |
| 3Y | +65.9% | -56.1% | +122.0% | +97.5% |
| 5Y | +73.9% | +12.9% | +61.0% | +43.3% |
| 10Y | +107.0% | +386.5% | -279.4% | -2.9% |
| All | +107.0% | +357.1% | -250.1% | -2.9% |
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