+617.9%
BIDU vs HBM
+649.7%
-31.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | -2.4% | +5.5% | -8.0% | -3.9% |
| 30D | -16.0% | +3.3% | -19.2% | -16.8% |
| 3M | -24.0% | +12.7% | -36.7% | -27.3% |
| 6M | -24.9% | +28.2% | -53.1% | -30.9% |
| YTD | -29.6% | +45.3% | -74.9% | -38.0% |
| 1Y | -15.2% | +121.7% | -136.9% | -33.2% |
| 3Y | -32.2% | +523.5% | -555.7% | -60.3% |
| 5Y | -43.8% | +393.9% | -437.7% | -66.2% |
| 10Y | -49.5% | +647.9% | -697.4% | -76.4% |
| All | +617.9% | +649.7% | -31.8% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling