+30.0%
XHB vs BIDU
-54.4%
+84.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -0.2% | -4.6% | +4.3% | +0.6% |
| 30D | +9.9% | -4.5% | +14.5% | +10.8% |
| 3M | -6.3% | -25.4% | +19.1% | -1.9% |
| 6M | +3.8% | -48.1% | +51.9% | +14.9% |
| YTD | +0.1% | -40.2% | +40.3% | +7.3% |
| 1Y | -0.8% | -35.2% | +34.4% | +4.6% |
| 3Y | +35.6% | -27.1% | +62.7% | +35.3% |
| All | +30.0% | -54.4% | +84.5% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling