+34.5%
BABA vs ALHC
+25.6%
+9.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.1% | +9.8% | +2.5% |
| 7D | +8.6% | -6.2% | +14.8% | +8.4% |
| 30D | -1.1% | -9.7% | +8.6% | -1.2% |
| 3M | -15.9% | -44.7% | +28.8% | -16.8% |
| 6M | -17.5% | -58.7% | +41.1% | -19.2% |
| YTD | -25.6% | -61.7% | +36.1% | -27.0% |
| 1Y | -33.8% | -55.7% | +21.9% | -35.1% |
| All | +34.5% | +25.6% | +9.0% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling