+152.3%
HUM vs BIDU
-48.7%
+201.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | +2.1% | -8.1% | +10.2% | +2.6% |
| 30D | +5.4% | -12.8% | +18.2% | +6.2% |
| 3M | +11.4% | -21.3% | +32.7% | +12.8% |
| 6M | +141.5% | -27.0% | +168.5% | +145.1% |
| YTD | +61.2% | -30.0% | +91.2% | +63.7% |
| 1Y | +49.2% | -18.3% | +67.4% | +49.6% |
| 3Y | -9.0% | -33.8% | +24.8% | -8.3% |
| 5Y | +7.2% | -44.3% | +51.5% | +7.0% |
| All | +152.3% | -48.7% | +201.0% | +124.6% |
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