-48.8%
BABA vs ALHC
-61.5%
+12.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | +11.6% | +1.0% | +10.7% | +11.5% |
| 30D | +2.3% | -14.2% | +16.4% | +3.2% |
| 3M | -13.7% | -45.1% | +31.5% | -9.9% |
| 6M | -21.9% | -59.5% | +37.6% | -17.8% |
| YTD | -24.6% | -62.8% | +38.2% | -20.3% |
| 1Y | -34.1% | -55.5% | +21.4% | -31.8% |
| 3Y | +36.3% | +25.7% | +10.6% | +13.2% |
| 5Y | -26.7% | -66.8% | +40.1% | -32.8% |
| All | -48.8% | -61.5% | +12.6% | -54.3% |
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 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