+20.3%
BABA vs HBM
+293.3%
-273.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | +11.6% | -3.6% | +15.3% | +12.5% |
| 30D | +2.3% | -19.2% | +21.5% | +7.5% |
| 3M | -13.7% | -20.5% | +6.8% | -9.6% |
| 6M | -21.9% | -12.8% | -9.1% | -21.4% |
| YTD | -24.6% | +5.4% | -30.1% | -28.8% |
| 1Y | -34.1% | +33.0% | -67.1% | -41.6% |
| 3Y | +36.3% | +357.3% | -321.1% | -15.3% |
| 5Y | -26.7% | +210.4% | -237.1% | -51.9% |
| All | +20.3% | +293.3% | -273.0% | -34.2% |
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