-31.3%
BABA vs HD
+10.1%
-41.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.0% |
| 7D | -4.8% | -2.1% | -2.7% | -4.1% |
| 30D | -11.9% | -8.4% | -3.5% | -9.2% |
| 3M | -9.3% | +4.3% | -13.6% | -11.3% |
| 6M | -14.2% | -11.1% | -3.1% | -11.1% |
| YTD | -22.0% | -4.7% | -17.4% | -21.4% |
| 1Y | -12.7% | -19.8% | +7.1% | -6.2% |
| 3Y | +26.7% | +4.1% | +22.6% | +19.6% |
| All | -31.3% | +10.1% | -41.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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