-30.7%
HDB vs BIDU
-33.9%
+3.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -4.9% | -2.4% | -2.4% | -4.7% |
| 30D | -5.8% | -16.0% | +10.1% | -4.8% |
| 3M | -5.2% | -24.0% | +18.8% | -3.5% |
| 6M | -25.7% | -24.9% | -0.8% | -24.6% |
| YTD | -39.6% | -29.6% | -10.0% | -38.5% |
| 1Y | -36.9% | -15.2% | -21.8% | -37.1% |
| All | -30.7% | -33.9% | +3.2% | -29.9% |
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