+470.7%
THC vs BIDU
+1,127.7%
-657.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +7.5% | +5.4% | +2.1% | +6.4% |
| 30D | +9.6% | -5.0% | +14.6% | +10.7% |
| 3M | +10.3% | -26.1% | +36.4% | +16.6% |
| 6M | +51.8% | -42.6% | +94.4% | +67.7% |
| YTD | +45.4% | -38.0% | +83.4% | +56.4% |
| 1Y | +40.8% | -35.7% | +76.5% | +49.9% |
| 3Y | +448.8% | -22.9% | +471.7% | +441.9% |
| 5Y | +263.4% | -49.9% | +313.3% | +271.0% |
| 10Y | +1,800.1% | -52.0% | +1,852.0% | +1,722.6% |
| All | +470.7% | +1,127.7% | -657.0% | +278.5% |
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