+198.0%
HST vs BIDU
+1,076.2%
-878.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.3% |
| 7D | +3.6% | -2.3% | +5.9% | +4.2% |
| 30D | +9.9% | -7.3% | +17.2% | +12.1% |
| 3M | +12.9% | -26.0% | +38.9% | +21.8% |
| 6M | +22.9% | -44.5% | +67.4% | +42.0% |
| YTD | +52.4% | -40.6% | +93.0% | +70.4% |
| 1Y | +52.5% | -39.8% | +92.3% | +69.0% |
| 3Y | +87.4% | -26.7% | +114.2% | +85.4% |
| 5Y | +82.9% | -54.5% | +137.4% | +90.2% |
| 10Y | +134.8% | -52.4% | +187.1% | +112.0% |
| All | +198.0% | +1,076.2% | -878.2% | +10.1% |
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