-55.9%
BIDU vs ALHC
-31.6%
-24.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -2.4% | -4.1% | +1.7% | -2.0% |
| 30D | -16.0% | -5.4% | -10.5% | -15.5% |
| 3M | -24.0% | -32.1% | +8.1% | -21.7% |
| 6M | -24.9% | -28.5% | +3.6% | -23.8% |
| YTD | -29.6% | -34.0% | +4.5% | -27.9% |
| 1Y | -15.2% | -20.9% | +5.8% | -15.2% |
| 3Y | -32.2% | +151.5% | -183.7% | -46.5% |
| 5Y | -43.8% | -28.8% | -14.9% | -51.0% |
| All | -55.9% | -31.6% | -24.3% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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