-7.9%
HDB vs BIDU
-27.9%
+20.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.0% |
| 7D | +4.1% | -2.3% | +6.4% | +4.3% |
| 30D | +13.0% | -7.3% | +20.3% | +13.5% |
| 3M | +11.3% | -26.0% | +37.2% | +13.4% |
| 6M | +6.9% | -44.5% | +51.5% | +11.2% |
| YTD | -29.6% | -40.6% | +10.9% | -27.7% |
| 1Y | -29.5% | -39.8% | +10.3% | -27.6% |
| All | -7.9% | -27.9% | +20.0% | -6.9% |
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