+78.0%
HST vs BLDR
-50.4%
+128.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.0% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | +10.7% | +16.8% | -6.1% | +6.1% |
| 3M | +6.3% | -13.7% | +20.0% | +9.3% |
| 6M | +19.0% | -21.9% | +40.8% | +24.3% |
| YTD | +47.0% | -39.2% | +86.2% | +62.9% |
| 1Y | +53.4% | -42.6% | +96.1% | +72.4% |
| 3Y | +78.0% | -50.2% | +128.2% | +102.8% |
| All | +78.0% | -50.4% | +128.4% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling