+32.4%
HDB vs BIDU
-49.1%
+81.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -6.2% | -5.2% | -1.0% | -5.5% |
| 30D | -6.2% | -14.5% | +8.3% | -4.3% |
| 3M | -5.9% | -22.9% | +17.0% | -2.8% |
| 6M | -25.9% | -27.8% | +1.9% | -23.1% |
| YTD | -40.2% | -30.7% | -9.6% | -37.9% |
| 1Y | -38.0% | -15.8% | -22.2% | -37.9% |
| 3Y | -30.5% | -33.2% | +2.7% | -29.4% |
| 5Y | -38.1% | -44.8% | +6.7% | -38.2% |
| All | +32.4% | -49.1% | +81.5% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling