+37.0%
THC vs BIDU
-15.6%
+52.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.4% | +3.9% |
| 7D | +4.1% | -2.4% | +6.5% | +4.2% |
| 30D | +3.5% | -16.0% | +19.5% | +4.0% |
| 3M | +61.7% | -24.0% | +85.8% | +63.5% |
| 6M | +11.8% | -24.9% | +36.7% | +12.7% |
| YTD | +35.4% | -29.6% | +65.0% | +35.2% |
| 1Y | +37.0% | -15.2% | +52.2% | +37.1% |
| All | +37.0% | -15.6% | +52.6% | +37.1% |
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