+23.9%
BABA vs HIG
+352.8%
-329.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.8% |
| 7D | +11.6% | +1.1% | +10.6% | +11.4% |
| 30D | +2.3% | +5.6% | -3.3% | +0.9% |
| 3M | -13.7% | -6.9% | -6.8% | -12.3% |
| 6M | -21.9% | +1.3% | -23.2% | -22.5% |
| YTD | -24.6% | -1.5% | -23.2% | -24.8% |
| 1Y | -34.1% | +6.6% | -40.7% | -35.6% |
| 3Y | +36.3% | +91.2% | -54.9% | +13.1% |
| 5Y | -26.7% | +106.1% | -132.8% | -40.6% |
| 10Y | +19.2% | +283.7% | -264.5% | -21.5% |
| All | +23.9% | +352.8% | -329.0% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling