-8.0%
BIDU vs BAH
+886.2%
-894.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.5% | +4.4% |
| 7D | +2.4% | -3.2% | +5.7% | +3.1% |
| 30D | -10.5% | +2.0% | -12.5% | -11.0% |
| 3M | -26.2% | -7.6% | -18.6% | -25.3% |
| 6M | -16.4% | -5.7% | -10.7% | -16.3% |
| YTD | -23.9% | -11.7% | -12.1% | -23.0% |
| 1Y | +1.3% | -27.4% | +28.6% | +6.8% |
| 3Y | -32.1% | -32.5% | +0.4% | -29.6% |
| 5Y | -39.0% | -3.3% | -35.6% | -43.7% |
| 10Y | -44.0% | +186.0% | -230.0% | -63.5% |
| All | -8.0% | +886.2% | -894.2% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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