+151.8%
HYG vs BIDU
+824.4%
-672.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -0.7% | -5.2% | +4.5% | -0.3% |
| 30D | -0.6% | -14.5% | +13.9% | +0.6% |
| 3M | +0.4% | -22.9% | +23.3% | +2.4% |
| 6M | +1.2% | -27.8% | +29.0% | +3.5% |
| YTD | +1.5% | -30.7% | +32.1% | +3.8% |
| 1Y | +3.2% | -15.8% | +19.0% | +3.4% |
| 3Y | +25.9% | -33.2% | +59.1% | +27.0% |
| 5Y | +18.6% | -44.8% | +63.4% | +18.1% |
| 10Y | +55.8% | -50.3% | +106.0% | +50.0% |
| All | +151.8% | +824.4% | -672.6% | +73.4% |
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