-19.5%
BABA vs HL
+116.7%
-136.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.2% | +7.1% | -7.2% | -1.1% |
| 30D | -12.3% | +21.4% | -33.7% | -14.7% |
| 3M | -5.3% | +37.4% | -42.7% | -10.0% |
| 6M | -13.1% | +0.4% | -13.5% | -13.8% |
| YTD | -22.4% | +6.7% | -29.1% | -23.2% |
| 1Y | -19.5% | +102.4% | -121.8% | -18.7% |
| All | -19.5% | +116.7% | -136.2% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling