-33.8%
BIDU vs HRB
+25.9%
-59.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -8.1% | -8.0% | -0.1% | -8.0% |
| 30D | -12.8% | -16.0% | +3.1% | -12.7% |
| 3M | -21.3% | +26.9% | -48.1% | -21.7% |
| 6M | -27.0% | +51.1% | -78.1% | -27.9% |
| YTD | -30.0% | +7.1% | -37.1% | -29.0% |
| 1Y | -18.3% | -9.6% | -8.6% | -15.1% |
| 3Y | -33.8% | +25.4% | -59.2% | -35.9% |
| All | -33.8% | +25.9% | -59.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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