+648.6%
HUBS vs BIDU
-57.8%
+706.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -9.0% | -8.1% | -0.9% | -6.5% |
| 30D | +7.2% | -12.8% | +20.1% | +11.4% |
| 3M | +20.9% | -21.3% | +42.1% | +29.1% |
| 6M | -13.0% | -27.0% | +13.9% | -6.2% |
| YTD | -43.8% | -30.0% | -13.8% | -39.5% |
| 1Y | -54.6% | -18.3% | -36.4% | -54.7% |
| 3Y | -58.5% | -33.8% | -24.6% | -57.5% |
| 5Y | -66.4% | -44.3% | -22.1% | -66.0% |
| 10Y | +319.2% | -49.8% | +369.0% | +292.3% |
| All | +648.6% | -57.8% | +706.4% | +602.4% |
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