+491.9%
HL vs BIDU
+1,302.3%
-810.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | +1.0% |
| 7D | +7.1% | -2.4% | +9.5% | +7.7% |
| 30D | +21.4% | -15.6% | +37.1% | +27.4% |
| 3M | +37.4% | -22.3% | +59.7% | +47.0% |
| 6M | +0.4% | -22.3% | +22.7% | +7.8% |
| YTD | +6.7% | -29.2% | +35.9% | +17.2% |
| 1Y | +102.4% | -14.8% | +117.2% | +108.0% |
| 3Y | +417.4% | -31.8% | +449.2% | +450.9% |
| 5Y | +243.3% | -43.1% | +286.4% | +256.1% |
| 10Y | +242.6% | -50.6% | +293.2% | +241.0% |
| All | +491.9% | +1,302.3% | -810.3% | +138.5% |
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