+180.8%
HIG vs BIDU
+1,294.4%
-1,113.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -0.5% | -2.4% | +2.0% | 0.0% |
| 30D | -2.8% | -16.0% | +13.1% | +0.7% |
| 3M | +6.3% | -24.0% | +30.4% | +12.4% |
| 6M | -0.1% | -24.9% | +24.8% | +4.6% |
| YTD | +0.4% | -29.6% | +30.0% | +5.8% |
| 1Y | +6.2% | -15.2% | +21.4% | +5.4% |
| 3Y | +101.6% | -32.2% | +133.8% | +102.1% |
| 5Y | +119.8% | -43.8% | +163.6% | +108.7% |
| 10Y | +311.7% | -49.5% | +361.2% | +253.4% |
| All | +180.8% | +1,294.4% | -1,113.6% | -1.3% |
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