+113.1%
BHP vs BIDU
-45.6%
+158.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -4.9% |
| 7D | -3.7% | -5.2% | +1.5% | -2.6% |
| 30D | -0.8% | -14.5% | +13.6% | +2.4% |
| 3M | +7.6% | -22.9% | +30.5% | +13.4% |
| 6M | +20.8% | -27.8% | +48.6% | +29.1% |
| YTD | +50.8% | -30.7% | +81.4% | +61.7% |
| 1Y | +70.9% | -15.8% | +86.7% | +73.0% |
| 3Y | +78.0% | -33.2% | +111.2% | +84.2% |
| 5Y | +113.1% | -44.8% | +157.9% | +115.4% |
| All | +113.1% | -45.6% | +158.7% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling