+813.7%
BHP vs BIDU
+1,302.3%
-488.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.0% | +8.7% | +3.7% |
| 7D | +1.3% | -2.4% | +3.7% | +1.8% |
| 30D | +4.0% | -15.6% | +19.6% | +8.5% |
| 3M | +12.3% | -22.3% | +34.6% | +19.3% |
| 6M | +30.8% | -22.3% | +53.1% | +38.5% |
| YTD | +58.8% | -29.2% | +87.9% | +71.3% |
| 1Y | +76.8% | -14.8% | +91.7% | +78.5% |
| 3Y | +87.5% | -31.8% | +119.2% | +95.1% |
| 5Y | +123.9% | -43.1% | +167.0% | +125.6% |
| 10Y | +504.4% | -50.6% | +555.0% | +477.8% |
| All | +813.7% | +1,302.3% | -488.5% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling