-47.1%
BABA vs ALHC
-28.9%
-18.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | -11.9% | -1.0% | -10.9% | -11.9% |
| 3M | -9.3% | -10.2% | +0.9% | -10.3% |
| 6M | -14.2% | -28.3% | +14.0% | -13.6% |
| YTD | -22.0% | -31.4% | +9.4% | -21.1% |
| 1Y | -12.7% | -16.9% | +4.2% | -13.8% |
| 3Y | +26.7% | +135.5% | -108.8% | -0.7% |
| 5Y | -29.3% | -33.6% | +4.3% | -38.9% |
| All | -47.1% | -28.9% | -18.1% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling