+28.2%
BABA vs HBM
+202.9%
-174.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -4.8% | -6.4% | +1.6% | -3.5% |
| 30D | -11.9% | +5.9% | -17.8% | -13.3% |
| 3M | -9.3% | -8.9% | -0.4% | -8.8% |
| 6M | -14.2% | +10.7% | -24.9% | -17.9% |
| YTD | -22.0% | +38.3% | -60.3% | -29.4% |
| 1Y | -12.7% | +121.3% | -134.0% | -29.0% |
| 3Y | +26.7% | +450.6% | -423.9% | -17.6% |
| 5Y | -29.3% | +338.0% | -367.3% | -53.3% |
| 10Y | +21.2% | +578.6% | -557.4% | -32.7% |
| All | +28.2% | +202.9% | -174.8% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling