+11.7%
BABA vs HBM
+285.4%
-273.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.7% |
| 7D | -12.7% | +5.1% | -17.7% | -13.9% |
| 30D | -14.9% | -15.8% | +0.9% | -11.6% |
| 3M | -24.6% | -22.4% | -2.2% | -20.7% |
| 6M | -29.3% | -20.2% | -9.1% | -27.3% |
| YTD | -35.0% | +9.0% | -44.0% | -39.3% |
| 1Y | -39.7% | +27.4% | -67.1% | -46.0% |
| 3Y | +21.2% | +424.2% | -403.1% | -27.4% |
| 5Y | -39.9% | +196.1% | -236.0% | -60.3% |
| All | +11.7% | +285.4% | -273.7% | -40.3% |
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