+16.7%
BABA vs HIG
+304.7%
-288.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.1% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | -12.3% | -4.9% | -7.4% | -11.3% |
| 3M | -5.3% | +6.8% | -12.1% | -6.8% |
| 6M | -13.1% | -1.7% | -11.4% | -13.0% |
| YTD | -22.4% | -0.2% | -22.2% | -22.7% |
| 1Y | -19.5% | +5.7% | -25.2% | -20.9% |
| 3Y | +32.9% | +100.3% | -67.3% | +11.4% |
| 5Y | -29.9% | +118.5% | -148.4% | -42.5% |
| 10Y | +16.7% | +309.7% | -293.0% | -18.6% |
| All | +16.7% | +304.7% | -288.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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