+76.5%
HAL vs BIDU
+1,407.1%
-1,330.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.6% |
| 7D | +2.9% | +2.4% | +0.5% | +2.3% |
| 30D | +17.0% | -10.5% | +27.5% | +19.8% |
| 3M | -9.7% | -26.2% | +16.6% | -3.5% |
| 6M | +8.6% | -16.4% | +25.0% | +11.3% |
| YTD | +33.0% | -23.9% | +56.9% | +38.6% |
| 1Y | +68.3% | +1.3% | +67.0% | +60.9% |
| 3Y | +0.1% | -32.1% | +32.2% | +2.0% |
| 5Y | +102.6% | -39.0% | +141.6% | +93.5% |
| 10Y | +3.8% | -44.0% | +47.9% | -6.4% |
| All | +76.5% | +1,407.1% | -1,330.6% | -18.6% |
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