-31.8%
BIDU vs ALHC
+141.7%
-173.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.9% |
| 7D | -2.4% | -1.0% | -1.5% | -2.4% |
| 30D | -15.6% | -6.3% | -9.3% | -15.4% |
| 3M | -22.3% | -12.3% | -10.0% | -22.9% |
| 6M | -22.3% | -27.0% | +4.7% | -22.1% |
| YTD | -29.2% | -31.8% | +2.7% | -28.8% |
| 1Y | -14.8% | -17.0% | +2.2% | -15.3% |
| 3Y | -31.8% | +159.8% | -191.6% | -32.6% |
| All | -31.8% | +141.7% | -173.4% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling