+478.5%
THC vs BIDU
+1,108.5%
-630.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.2% | -0.8% | +1.1% | +0.4% |
| 30D | +9.0% | -5.4% | +14.4% | +10.2% |
| 3M | +12.9% | -24.7% | +37.6% | +19.0% |
| 6M | +52.8% | -45.3% | +98.1% | +70.5% |
| YTD | +47.4% | -39.0% | +86.4% | +59.0% |
| 1Y | +47.7% | -39.6% | +87.3% | +59.4% |
| 3Y | +444.7% | -24.7% | +469.4% | +440.3% |
| 5Y | +269.3% | -52.3% | +321.6% | +281.1% |
| 10Y | +1,913.5% | -51.1% | +1,964.6% | +1,824.7% |
| All | +478.5% | +1,108.5% | -630.0% | +284.9% |
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