+655.5%
HWM vs BIDU
-44.5%
+700.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -7.0% | -3.7% | -9.8% |
| 7D | -9.2% | -2.4% | -6.7% | -8.8% |
| 30D | -17.9% | -15.6% | -2.2% | -16.1% |
| 3M | -6.0% | -22.3% | +16.2% | -3.2% |
| 6M | -7.4% | -22.3% | +14.9% | -4.9% |
| YTD | +13.1% | -29.2% | +42.3% | +17.2% |
| 1Y | +29.3% | -14.8% | +44.1% | +30.1% |
| 3Y | +389.9% | -31.8% | +421.7% | +397.5% |
| 5Y | +655.5% | -43.1% | +698.6% | +652.2% |
| All | +655.5% | -44.5% | +700.0% | +652.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling