-55.9%
BABA vs ALHC
-60.6%
+4.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.5% | -4.6% | -6.9% |
| 7D | -12.7% | -0.8% | -11.9% | -12.6% |
| 30D | -14.9% | -9.6% | -5.2% | -14.3% |
| 3M | -24.6% | -44.5% | +19.9% | -21.4% |
| 6M | -29.3% | -59.2% | +29.8% | -25.6% |
| YTD | -35.0% | -62.0% | +27.0% | -31.4% |
| 1Y | -39.7% | -54.8% | +15.1% | -37.7% |
| 3Y | +21.2% | +25.0% | -3.8% | +1.0% |
| 5Y | -39.9% | -65.3% | +25.4% | -45.0% |
| All | -55.9% | -60.6% | +4.8% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling