-31.3%
BABA vs HBM
+349.4%
-380.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -4.8% | -6.4% | +1.6% | -2.9% |
| 30D | -11.9% | +5.9% | -17.8% | -14.0% |
| 3M | -9.3% | -8.9% | -0.4% | -8.5% |
| 6M | -14.2% | +10.7% | -24.9% | -19.8% |
| YTD | -22.0% | +38.3% | -60.3% | -33.4% |
| 1Y | -12.7% | +121.3% | -134.0% | -37.1% |
| 3Y | +26.7% | +450.6% | -423.9% | -38.5% |
| All | -31.3% | +349.4% | -380.7% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling