-4.4%
JHX vs BIDU
-34.3%
+29.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -6.3% | -8.1% | +1.8% | -4.7% |
| 30D | -7.7% | -12.8% | +5.1% | -5.3% |
| 3M | +19.2% | -21.3% | +40.5% | +24.5% |
| 6M | +38.3% | -27.0% | +65.2% | +45.9% |
| YTD | +37.2% | -30.0% | +67.3% | +45.2% |
| 1Y | +42.3% | -18.3% | +60.5% | +42.7% |
| 3Y | -4.4% | -33.8% | +29.4% | +0.3% |
| All | -4.4% | -34.3% | +29.9% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling