+16.7%
BABA vs HBM
+599.4%
-582.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -1.9% |
| 7D | -0.2% | +7.4% | -7.5% | -2.0% |
| 30D | -12.3% | +5.1% | -17.3% | -13.7% |
| 3M | -5.3% | +11.1% | -16.4% | -9.2% |
| 6M | -13.1% | +30.2% | -43.3% | -20.7% |
| YTD | -22.4% | +46.2% | -68.7% | -32.0% |
| 1Y | -19.5% | +120.0% | -139.5% | -36.8% |
| 3Y | +32.9% | +527.4% | -494.5% | -22.9% |
| 5Y | -29.9% | +400.4% | -430.3% | -58.4% |
| 10Y | +16.7% | +621.5% | -604.8% | -43.8% |
| All | +16.7% | +599.4% | -582.7% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling