+1,581.2%
HWM vs BIDU
-47.9%
+1,629.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -8.0% | -2.4% | -5.6% | -7.5% |
| 30D | -18.0% | -16.0% | -2.1% | -15.3% |
| 3M | -9.5% | -24.0% | +14.5% | -4.9% |
| 6M | -8.4% | -24.9% | +16.5% | -4.0% |
| YTD | +13.6% | -29.6% | +43.2% | +20.0% |
| 1Y | +30.2% | -15.2% | +45.4% | +31.0% |
| 3Y | +392.2% | -32.2% | +424.4% | +403.8% |
| 5Y | +645.2% | -43.8% | +689.0% | +644.4% |
| All | +1,581.2% | -47.9% | +1,629.1% | +1,267.5% |
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