-52.3%
BIDU vs ALHC
-28.9%
-23.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -10.5% | -1.0% | -9.5% | -10.4% |
| 3M | -26.2% | -10.2% | -16.1% | -26.8% |
| 6M | -16.4% | -28.3% | +11.9% | -15.2% |
| YTD | -23.9% | -31.4% | +7.6% | -22.4% |
| 1Y | +1.3% | -16.9% | +18.2% | +0.6% |
| 3Y | -32.1% | +135.5% | -167.6% | -45.7% |
| 5Y | -39.0% | -33.6% | -5.3% | -46.5% |
| All | -52.3% | -28.9% | -23.4% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling