+66.7%
HDB vs BIDU
-51.3%
+118.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +2.7% | -4.6% | +7.3% | +3.4% |
| 30D | +14.1% | -4.5% | +18.7% | +14.9% |
| 3M | +11.8% | -25.4% | +37.2% | +16.2% |
| 6M | +8.2% | -48.1% | +56.2% | +18.0% |
| YTD | -29.3% | -40.2% | +10.9% | -25.0% |
| 1Y | -28.8% | -35.2% | +6.5% | -25.5% |
| 3Y | -7.5% | -27.1% | +19.6% | -7.7% |
| 5Y | -23.1% | -54.2% | +31.1% | -20.7% |
| All | +66.7% | -51.3% | +118.1% | +53.5% |
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