+1,731.8%
HCA vs BIDU
-22.0%
+1,753.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +4.9% | -2.4% | +7.4% | +5.2% |
| 30D | +1.9% | -16.0% | +17.8% | +4.0% |
| 3M | +12.7% | -24.0% | +36.8% | +16.4% |
| 6M | -22.3% | -24.9% | +2.5% | -20.2% |
| YTD | -9.3% | -29.6% | +20.2% | -6.4% |
| 1Y | +2.7% | -15.2% | +17.9% | +2.6% |
| 3Y | +57.8% | -32.2% | +90.0% | +59.2% |
| 5Y | +70.3% | -43.8% | +114.1% | +68.5% |
| 10Y | +499.7% | -49.5% | +549.1% | +443.2% |
| All | +1,731.8% | -22.0% | +1,753.8% | +1,440.4% |
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 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