-22.9%
DHI vs BIDU
-16.8%
-6.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | -3.4% | -8.1% | +4.7% | -3.1% |
| 30D | -5.4% | -12.8% | +7.4% | -5.1% |
| 3M | -10.4% | -21.3% | +10.8% | -9.9% |
| 6M | -2.8% | -27.0% | +24.2% | -2.2% |
| YTD | -3.4% | -30.0% | +26.6% | -2.9% |
| 1Y | -22.9% | -18.3% | -4.6% | -23.6% |
| All | -22.9% | -16.8% | -6.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling