+1,463.9%
HWM vs BIDU
-54.2%
+1,518.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | +1.6% | +5.4% | -3.8% | +0.5% |
| 30D | -3.9% | -5.0% | +1.1% | -3.0% |
| 3M | -23.2% | -26.1% | +2.9% | -18.7% |
| 6M | -20.0% | -42.6% | +22.6% | -11.5% |
| YTD | +5.7% | -38.0% | +43.7% | +14.4% |
| 1Y | +4.9% | -35.7% | +40.5% | +12.3% |
| 3Y | +347.0% | -22.9% | +369.9% | +343.3% |
| 5Y | +563.0% | -49.9% | +612.9% | +579.4% |
| 10Y | +1,579.2% | -52.0% | +1,631.1% | +1,307.1% |
| All | +1,463.9% | -54.2% | +1,518.1% | +1,202.9% |
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