-35.9%
BABA vs HBM
+36.9%
-72.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.0% | -12.7% | -5.1% |
| 7D | +3.8% | +5.0% | -1.2% | +2.9% |
| 30D | -5.4% | -12.7% | +7.4% | -3.4% |
| 3M | -17.9% | -17.4% | -0.5% | -15.8% |
| 6M | -24.1% | -8.9% | -15.2% | -23.9% |
| YTD | -27.4% | +14.9% | -42.4% | -31.9% |
| All | -35.9% | +36.9% | -72.8% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling