+423.4%
THC vs BIDU
+1,407.1%
-983.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.2% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | +1.3% | -10.5% | +11.7% | +3.2% |
| 3M | +64.2% | -26.2% | +90.5% | +73.2% |
| 6M | +8.3% | -16.4% | +24.7% | +10.6% |
| YTD | +33.4% | -23.9% | +57.2% | +37.8% |
| 1Y | +37.7% | +1.3% | +36.4% | +32.7% |
| 3Y | +236.8% | -32.1% | +268.9% | +242.8% |
| 5Y | +249.3% | -39.0% | +288.2% | +242.3% |
| 10Y | +995.2% | -44.0% | +1,039.3% | +919.4% |
| All | +423.4% | +1,407.1% | -983.7% | +233.5% |
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