-39.8%
BABA vs HIG
+110.6%
-150.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -13.8% | +2.6% | -16.4% | -14.4% |
| 30D | -15.1% | +4.2% | -19.3% | -16.1% |
| 3M | -22.7% | +0.2% | -22.9% | -22.9% |
| 6M | -34.7% | +4.6% | -39.3% | -35.9% |
| YTD | -35.0% | +1.1% | -36.1% | -35.7% |
| 1Y | -40.4% | +4.7% | -45.1% | -41.8% |
| 3Y | +21.9% | +95.5% | -73.5% | -12.7% |
| All | -39.8% | +110.6% | -150.4% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling