+535.5%
JHX vs BIDU
+1,284.8%
-749.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -6.3% | -8.1% | +1.8% | -4.6% |
| 30D | -7.7% | -12.8% | +5.1% | -5.1% |
| 3M | +19.2% | -21.3% | +40.5% | +24.8% |
| 6M | +38.3% | -27.0% | +65.2% | +46.6% |
| YTD | +37.2% | -30.0% | +67.3% | +46.0% |
| 1Y | +42.3% | -18.3% | +60.5% | +44.3% |
| 3Y | -4.4% | -33.8% | +29.4% | -0.9% |
| 5Y | -26.4% | -44.3% | +17.9% | -25.4% |
| 10Y | +106.3% | -49.8% | +156.1% | +100.0% |
| All | +535.5% | +1,284.8% | -749.3% | +285.8% |
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