-28.3%
BABA vs HIG
+104.7%
-133.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.9% |
| 7D | +11.6% | +1.1% | +10.6% | +11.3% |
| 30D | +2.3% | +5.6% | -3.3% | +0.7% |
| 3M | -13.7% | -6.9% | -6.8% | -12.0% |
| 6M | -21.9% | +1.3% | -23.2% | -22.6% |
| YTD | -24.6% | -1.5% | -23.2% | -24.9% |
| 1Y | -34.1% | +6.6% | -40.7% | -36.2% |
| 3Y | +36.3% | +91.2% | -54.9% | -1.9% |
| All | -28.3% | +104.7% | -133.0% | -51.8% |
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