+639.3%
BIDU vs HRB
+243.2%
+396.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -5.2% | -12.2% | +7.0% | -1.7% |
| 30D | -14.5% | -3.0% | -11.5% | -14.4% |
| 3M | -22.9% | +21.7% | -44.6% | -28.1% |
| 6M | -27.8% | +52.3% | -80.1% | -38.2% |
| YTD | -30.7% | +6.5% | -37.2% | -34.3% |
| 1Y | -15.8% | -6.7% | -9.1% | -17.2% |
| 3Y | -33.2% | +25.1% | -58.3% | -41.9% |
| 5Y | -44.8% | +113.8% | -158.6% | -61.3% |
| 10Y | -50.3% | +204.8% | -255.1% | -73.6% |
| All | +639.3% | +243.2% | +396.1% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling