+217.6%
HST vs BLDR
+392.3%
-174.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +3.9% |
| 7D | +0.6% | -1.1% | +1.7% | +0.7% |
| 30D | +14.5% | +19.1% | -4.6% | +8.0% |
| 3M | +15.4% | -12.6% | +28.0% | +18.5% |
| 6M | +22.0% | -18.7% | +40.7% | +26.4% |
| YTD | +54.9% | -38.8% | +93.7% | +72.4% |
| 1Y | +54.0% | -41.2% | +95.2% | +73.1% |
| 3Y | +90.4% | -49.4% | +139.8% | +114.0% |
| 5Y | +84.2% | -6.0% | +90.2% | +67.0% |
| 10Y | +144.6% | +523.1% | -378.5% | +16.0% |
| All | +217.6% | +392.3% | -174.7% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling