-29.8%
DHR vs BIDU
-45.6%
+15.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -5.0% | -5.2% | +0.2% | -4.4% |
| 30D | -3.3% | -14.5% | +11.2% | -1.5% |
| 3M | +9.4% | -22.9% | +32.3% | +12.8% |
| 6M | +3.2% | -27.8% | +31.0% | +6.8% |
| YTD | -12.0% | -30.7% | +18.6% | -8.8% |
| 1Y | +4.9% | -15.8% | +20.7% | +5.0% |
| 3Y | -7.4% | -33.2% | +25.9% | -6.3% |
| 5Y | -29.8% | -44.8% | +15.0% | -30.4% |
| All | -29.8% | -45.6% | +15.8% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling