+15.8%
BABA vs HIG
+270.3%
-254.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.4% | -3.9% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | -5.4% | +4.5% | -9.8% | -6.3% |
| 3M | -17.9% | -5.5% | -12.5% | -17.1% |
| 6M | -24.1% | +3.1% | -27.2% | -24.8% |
| YTD | -27.4% | -0.8% | -26.6% | -27.7% |
| 1Y | -36.1% | +6.1% | -42.1% | -37.3% |
| 3Y | +35.4% | +94.1% | -58.8% | +14.3% |
| 5Y | -30.1% | +106.4% | -136.5% | -42.1% |
| 10Y | +15.8% | +265.1% | -249.2% | -2.6% |
| All | +15.8% | +270.3% | -254.5% | -2.6% |
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