+11.7%
BABA vs HL
+136.8%
-125.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.5% | -1.6% | -6.3% |
| 7D | -12.7% | -7.6% | -5.1% | -11.8% |
| 30D | -14.9% | -17.5% | +2.6% | -12.8% |
| 3M | -24.6% | -26.2% | +1.6% | -22.0% |
| 6M | -29.3% | -35.1% | +5.7% | -26.1% |
| YTD | -35.0% | -30.4% | -4.6% | -33.5% |
| 1Y | -39.7% | -14.0% | -25.7% | -40.2% |
| 3Y | +21.2% | +256.3% | -235.1% | -4.0% |
| 5Y | -39.9% | +112.5% | -152.4% | -50.7% |
| All | +11.7% | +136.8% | -125.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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