+476.4%
BHP vs BIDU
-48.7%
+525.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -3.6% | -8.1% | +4.5% | -1.6% |
| 30D | -1.2% | -12.8% | +11.6% | +1.9% |
| 3M | +1.2% | -21.3% | +22.5% | +6.8% |
| 6M | +21.4% | -27.0% | +48.4% | +30.2% |
| YTD | +50.4% | -30.0% | +80.5% | +62.1% |
| 1Y | +67.5% | -18.3% | +85.8% | +70.9% |
| 3Y | +72.8% | -33.8% | +106.7% | +80.7% |
| 5Y | +112.6% | -44.3% | +156.9% | +116.4% |
| All | +476.4% | -48.7% | +525.1% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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