-27.7%
BABA vs ALHC
-62.4%
+34.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.1% | +9.8% | +3.2% |
| 7D | +8.6% | -6.2% | +14.8% | +9.0% |
| 30D | -1.1% | -9.7% | +8.6% | -0.6% |
| 3M | -15.9% | -44.7% | +28.8% | -12.3% |
| 6M | -17.5% | -58.7% | +41.1% | -13.4% |
| YTD | -25.6% | -61.7% | +36.1% | -21.6% |
| 1Y | -33.8% | -55.7% | +21.9% | -31.5% |
| 3Y | +34.6% | +25.6% | +9.0% | +10.6% |
| 5Y | -27.7% | -65.8% | +38.1% | -34.8% |
| All | -27.7% | -62.4% | +34.8% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling