+374.4%
DHI vs BIDU
+1,284.8%
-910.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -3.4% | -8.1% | +4.7% | -1.5% |
| 30D | -5.4% | -12.8% | +7.4% | -2.6% |
| 3M | -10.4% | -21.3% | +10.8% | -6.0% |
| 6M | -2.8% | -27.0% | +24.2% | +3.0% |
| YTD | -3.4% | -30.0% | +26.6% | +2.7% |
| 1Y | -22.9% | -18.3% | -4.6% | -22.2% |
| 3Y | +20.7% | -33.8% | +54.5% | +23.8% |
| 5Y | +62.1% | -44.3% | +106.4% | +60.9% |
| 10Y | +410.4% | -49.8% | +460.2% | +370.2% |
| All | +374.4% | +1,284.8% | -910.4% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling