-38.1%
HDB vs BIDU
-45.6%
+7.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -6.2% | -5.2% | -1.0% | -5.7% |
| 30D | -6.2% | -14.5% | +8.3% | -4.8% |
| 3M | -5.9% | -22.9% | +17.0% | -3.6% |
| 6M | -25.9% | -27.8% | +1.9% | -23.9% |
| YTD | -40.2% | -30.7% | -9.6% | -38.5% |
| 1Y | -38.0% | -15.8% | -22.2% | -38.0% |
| 3Y | -30.5% | -33.2% | +2.7% | -29.7% |
| 5Y | -38.1% | -44.8% | +6.7% | -36.2% |
| All | -38.1% | -45.6% | +7.5% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling