+28.2%
BABA vs HIG
+367.6%
-339.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.6% |
| 7D | -4.8% | +0.3% | -5.1% | -4.8% |
| 30D | -11.9% | -3.2% | -8.7% | -11.2% |
| 3M | -9.3% | +9.1% | -18.4% | -11.4% |
| 6M | -14.2% | -1.8% | -12.5% | -14.2% |
| YTD | -22.0% | +1.8% | -23.8% | -22.7% |
| 1Y | -12.7% | +4.6% | -17.3% | -14.3% |
| 3Y | +26.7% | +101.6% | -75.0% | +3.9% |
| 5Y | -29.3% | +124.5% | -153.8% | -43.8% |
| 10Y | +21.2% | +317.8% | -296.6% | -22.6% |
| All | +28.2% | +367.6% | -339.5% | -27.4% |
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