+1,773.8%
HWM vs BIDU
-43.7%
+1,817.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.5% | -1.3% |
| 7D | -2.1% | +2.4% | -4.5% | -2.6% |
| 30D | -11.0% | -10.5% | -0.5% | -9.3% |
| 3M | +4.0% | -26.2% | +30.2% | +9.7% |
| 6M | -0.2% | -16.4% | +16.2% | +2.2% |
| YTD | +26.7% | -23.9% | +50.5% | +31.6% |
| 1Y | +44.7% | +1.3% | +43.4% | +40.2% |
| 3Y | +426.1% | -32.1% | +458.2% | +438.8% |
| 5Y | +738.5% | -39.0% | +777.5% | +722.8% |
| All | +1,773.8% | -43.7% | +1,817.5% | +1,399.3% |
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