+132.1%
HUM vs BIDU
-26.0%
+158.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.2% | -2.4% | +2.2% | -0.2% |
| 30D | +3.7% | -16.0% | +19.7% | +4.3% |
| 3M | +10.4% | -24.0% | +34.4% | +11.4% |
| All | +132.1% | -26.0% | +158.1% | +136.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling