+563.1%
HPE vs BIDU
-48.7%
+611.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.5% | +12.3% |
| 7D | +19.4% | -8.1% | +27.5% | +21.2% |
| 30D | +5.6% | -12.8% | +18.4% | +8.1% |
| 3M | +33.1% | -21.3% | +54.3% | +38.7% |
| 6M | +192.5% | -27.0% | +219.4% | +208.6% |
| YTD | +160.9% | -30.0% | +191.0% | +176.3% |
| 1Y | +155.0% | -18.3% | +173.2% | +159.7% |
| 3Y | +289.4% | -33.8% | +323.2% | +302.4% |
| 5Y | +395.7% | -44.3% | +440.0% | +399.9% |
| All | +563.1% | -48.7% | +611.8% | +453.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling