+992.4%
HUM vs BIDU
+1,294.4%
-302.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | +3.7% | -16.0% | +19.7% | +5.5% |
| 3M | +10.4% | -24.0% | +34.4% | +13.3% |
| 6M | +125.7% | -24.9% | +150.6% | +130.9% |
| YTD | +57.3% | -29.6% | +86.9% | +61.6% |
| 1Y | +48.6% | -15.2% | +63.8% | +48.8% |
| 3Y | -11.3% | -32.2% | +20.9% | -10.6% |
| 5Y | +0.8% | -43.8% | +44.6% | -0.6% |
| 10Y | +146.7% | -49.5% | +196.1% | +131.5% |
| All | +992.4% | +1,294.4% | -302.0% | +542.2% |
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