-34.4%
BIDU vs HBM
+460.9%
-495.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +6.0% | +0.6% |
| 7D | -5.2% | -3.7% | -1.5% | -4.5% |
| 30D | -14.5% | -3.7% | -10.8% | -13.9% |
| 3M | -22.9% | +8.0% | -30.9% | -25.8% |
| 6M | -27.8% | +15.8% | -43.6% | -32.6% |
| YTD | -30.7% | +34.4% | -65.0% | -39.2% |
| 1Y | -15.8% | +98.2% | -114.0% | -35.2% |
| All | -34.4% | +460.9% | -495.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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