+1.2%
HYG vs BIDU
-36.5%
+37.7%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -0.4% | +1.1% | -1.4% | -0.4% |
| 30D | 0.0% | -8.7% | +8.7% | +0.3% |
| 3M | -2.3% | -28.5% | +26.2% | -1.4% |
| 6M | -1.3% | -37.0% | +35.7% | -0.2% |
| YTD | -0.3% | -39.2% | +38.9% | +0.7% |
| 1Y | +1.2% | -35.6% | +36.7% | +2.0% |
| All | +1.2% | -36.5% | +37.7% | +2.0% |
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