-35.3%
BABA vs DHR
+11.6%
-46.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.7% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | -5.0% | +6.2% | -11.2% | -5.5% |
| 3M | -18.4% | +20.8% | -39.2% | -19.6% |
| 6M | -20.3% | +35.5% | -55.8% | -22.7% |
| YTD | -27.5% | +3.2% | -30.7% | -26.9% |
| 1Y | -35.3% | +10.7% | -46.0% | -31.8% |
| All | -35.3% | +11.6% | -46.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 1y: compounded portfolio wealth divided by compounded DHR 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…
1y analysis · Full analysis span regression · 6 months rolling