+1,006.9%
HDB vs BIDU
+1,407.1%
-400.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.4% |
| 7D | +0.4% | +2.4% | -2.0% | -0.2% |
| 30D | -2.8% | -10.5% | +7.7% | -0.6% |
| 3M | -3.5% | -26.2% | +22.7% | +2.7% |
| 6M | -24.7% | -16.4% | -8.3% | -22.7% |
| YTD | -36.6% | -23.9% | -12.7% | -33.9% |
| 1Y | -34.4% | +1.3% | -35.7% | -37.1% |
| 3Y | -24.4% | -32.1% | +7.7% | -23.2% |
| 5Y | -35.4% | -39.0% | +3.6% | -38.3% |
| 10Y | +39.5% | -44.0% | +83.6% | +22.6% |
| All | +1,006.9% | +1,407.1% | -400.2% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling