+996.8%
THC vs BIDU
-50.4%
+1,047.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | -0.7% |
| 7D | -2.6% | -2.4% | -0.1% | -2.1% |
| 30D | -1.2% | -15.6% | +14.5% | +2.2% |
| 3M | +58.9% | -22.3% | +81.2% | +66.8% |
| 6M | +9.3% | -22.3% | +31.6% | +13.7% |
| YTD | +30.4% | -29.2% | +59.5% | +37.2% |
| 1Y | +34.6% | -14.8% | +49.4% | +33.8% |
| 3Y | +246.7% | -31.8% | +278.4% | +252.0% |
| 5Y | +244.5% | -43.1% | +287.6% | +241.6% |
| All | +996.8% | -50.4% | +1,047.2% | +739.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling