-44.0%
BIDU vs HBM
+327.6%
-371.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -8.1% | -3.3% | -4.8% | -7.4% |
| 30D | -12.8% | -4.8% | -8.0% | -11.8% |
| 3M | -21.3% | -0.4% | -20.9% | -22.7% |
| 6M | -27.0% | +17.9% | -44.8% | -33.3% |
| YTD | -30.0% | +33.7% | -63.8% | -40.2% |
| 1Y | -18.3% | +95.6% | -113.9% | -39.9% |
| 3Y | -33.8% | +458.1% | -492.0% | -69.8% |
| All | -44.0% | +327.6% | -371.6% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling