+31.0%
BABA vs DHI
+22.0%
+9.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -2.2% | -2.3% | +0.2% | -1.9% |
| 30D | -17.3% | -5.3% | -12.1% | -16.8% |
| 3M | -7.8% | -7.8% | 0.0% | -7.2% |
| 6M | -16.8% | -5.4% | -11.4% | -16.9% |
| YTD | -24.7% | -2.7% | -22.0% | -25.2% |
| 1Y | -24.9% | -21.0% | -4.0% | -23.0% |
| All | +31.0% | +22.0% | +9.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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