-35.3%
BABA vs ALHC
-51.4%
+16.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.1% | -5.2% | +5.3% |
| 7D | +4.3% | -0.5% | +4.8% | +4.2% |
| 30D | -5.0% | -4.2% | -0.7% | -5.1% |
| 3M | -18.4% | -39.8% | +21.4% | -20.2% |
| 6M | -20.3% | -57.7% | +37.5% | -24.2% |
| YTD | -27.5% | -58.8% | +31.3% | -30.8% |
| 1Y | -35.3% | -52.4% | +17.0% | -38.3% |
| All | -35.3% | -51.4% | +16.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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