+44.7%
HWM vs BIDU
+1.5%
+43.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.5% | -0.9% |
| 7D | -2.1% | +2.4% | -4.5% | -2.3% |
| 30D | -11.0% | -10.5% | -0.5% | -10.0% |
| 3M | +4.0% | -26.2% | +30.2% | +7.6% |
| 6M | -0.2% | -16.4% | +16.2% | +1.3% |
| YTD | +26.7% | -23.9% | +50.5% | +29.3% |
| 1Y | +44.7% | +1.3% | +43.4% | +57.0% |
| All | +44.7% | +1.5% | +43.2% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling