+28.9%
HD vs BIDU
-23.4%
+52.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.9% | -2.0% |
| 7D | +4.3% | +7.2% | -2.8% | +3.9% |
| 30D | +20.2% | -4.0% | +24.2% | +20.4% |
| 3M | -1.0% | -25.1% | +24.1% | +0.6% |
| 6M | +7.9% | -41.8% | +49.7% | +11.2% |
| YTD | +2.0% | -37.3% | +39.3% | +4.1% |
| 1Y | -4.3% | -35.6% | +31.3% | -2.5% |
| All | +28.9% | -23.4% | +52.2% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling