-28.3%
BABA vs ALHC
-64.2%
+35.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | +11.6% | +1.0% | +10.7% | +11.4% |
| 30D | +2.3% | -14.2% | +16.4% | +3.3% |
| 3M | -13.7% | -45.1% | +31.5% | -9.9% |
| 6M | -21.9% | -59.5% | +37.6% | -17.7% |
| YTD | -24.6% | -62.8% | +38.2% | -20.3% |
| 1Y | -34.1% | -55.5% | +21.4% | -31.9% |
| 3Y | +36.3% | +25.7% | +10.6% | +10.9% |
| All | -28.3% | -64.2% | +35.9% | -33.0% |
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