+11.7%
BABA vs HBM
+281.1%
-269.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -13.8% | +2.2% | -16.0% | -14.4% |
| 30D | -15.1% | -11.8% | -3.3% | -12.8% |
| 3M | -22.7% | -19.2% | -3.5% | -19.5% |
| 6M | -34.7% | -22.9% | -11.8% | -32.2% |
| YTD | -35.0% | +7.8% | -42.8% | -39.1% |
| 1Y | -40.4% | +34.9% | -75.3% | -47.4% |
| 3Y | +21.9% | +422.2% | -400.3% | -26.9% |
| 5Y | -39.9% | +192.8% | -232.7% | -60.2% |
| All | +11.7% | +281.1% | -269.4% | -40.1% |
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