-39.8%
BABA vs DHR
-11.3%
-28.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -13.8% | +1.2% | -15.0% | -14.1% |
| 30D | -15.1% | +3.7% | -18.8% | -16.3% |
| 3M | -22.7% | +14.5% | -37.2% | -26.6% |
| 6M | -34.7% | +40.9% | -75.6% | -43.2% |
| YTD | -35.0% | +2.4% | -37.4% | -36.1% |
| 1Y | -40.4% | +6.1% | -46.5% | -42.4% |
| 3Y | +21.9% | +21.0% | +0.9% | +6.2% |
| All | -39.8% | -11.3% | -28.5% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling