+73.7%
HST vs BLDR
+16.0%
+57.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +1.6% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | -5.2% | -16.2% | +11.0% | -0.3% |
| 3M | -6.2% | -14.4% | +8.2% | -3.1% |
| 6M | +20.4% | -32.8% | +53.2% | +33.6% |
| YTD | +30.6% | -39.2% | +69.8% | +48.6% |
| 1Y | +37.4% | -57.7% | +95.0% | +75.3% |
| 3Y | +66.1% | -55.3% | +121.4% | +93.7% |
| 5Y | +73.7% | +15.6% | +58.1% | +28.3% |
| All | +73.7% | +16.0% | +57.7% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling