+122.4%
HST vs BLDR
+479.0%
-356.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +3.6% | -3.0% | +6.5% | +4.4% |
| 30D | +11.2% | +20.1% | -8.9% | +4.0% |
| 3M | +13.1% | -17.5% | +30.6% | +18.7% |
| 6M | +23.9% | -16.1% | +40.0% | +27.4% |
| YTD | +52.3% | -41.0% | +93.3% | +73.5% |
| 1Y | +56.7% | -41.6% | +98.3% | +78.6% |
| 3Y | +87.5% | -50.8% | +138.3% | +113.5% |
| 5Y | +82.8% | -10.8% | +93.6% | +60.9% |
| All | +122.4% | +479.0% | -356.6% | +0.9% |
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